+803.3%
APP vs AFRM
+210.7%
+592.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.8% | +38.9% | +33.8% |
| 7D | +39.7% | -6.9% | +46.6% | +42.2% |
| 30D | +27.7% | -7.0% | +34.7% | +29.8% |
| 3M | -14.8% | -11.2% | -3.5% | -12.3% |
| 6M | -25.5% | +4.3% | -29.8% | -27.6% |
| YTD | -47.2% | -6.4% | -40.7% | -47.2% |
| 1Y | -42.3% | -2.6% | -39.7% | -43.5% |
| All | +803.3% | +210.7% | +592.6% | +650.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling