+333.0%
APP vs AFRM
-23.1%
+356.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.9% | +3.2% |
| 7D | +0.9% | -7.0% | +7.8% | +3.5% |
| 30D | -23.3% | -7.8% | -15.5% | -21.0% |
| 3M | -42.6% | +5.3% | -48.0% | -44.1% |
| 6M | -33.6% | +42.6% | -76.3% | -42.2% |
| YTD | -52.4% | -2.8% | -49.6% | -52.1% |
| 1Y | -35.9% | -19.3% | -16.6% | -32.5% |
| 3Y | +642.2% | +231.0% | +411.2% | +281.3% |
| All | +333.0% | -23.1% | +356.0% | +185.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling