+261.6%
APP vs AFRM
-57.5%
+319.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.8% | +38.9% | +34.1% |
| 7D | +39.7% | -6.9% | +46.6% | +42.6% |
| 30D | +27.7% | -7.0% | +34.7% | +30.1% |
| 3M | -14.8% | -11.2% | -3.5% | -12.0% |
| 6M | -25.5% | +4.3% | -29.8% | -27.9% |
| YTD | -47.2% | -6.4% | -40.7% | -46.8% |
| 1Y | -42.3% | -2.6% | -39.7% | -43.4% |
| 3Y | +806.8% | +210.6% | +596.2% | +370.1% |
| 5Y | +261.6% | -57.6% | +319.2% | +269.5% |
| All | +261.6% | -57.5% | +319.1% | +269.5% |
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