+446.2%
APP vs AFRM
-1.0%
+447.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.8% | +38.9% | +33.9% |
| 7D | +39.7% | -6.9% | +46.6% | +42.4% |
| 30D | +27.7% | -7.0% | +34.7% | +29.9% |
| 3M | -14.8% | -11.2% | -3.5% | -12.2% |
| 6M | -25.5% | +4.3% | -29.8% | -27.7% |
| YTD | -47.2% | -6.4% | -40.7% | -46.7% |
| 1Y | -42.3% | -2.6% | -39.7% | -43.2% |
| 3Y | +806.8% | +210.6% | +596.2% | +411.0% |
| 5Y | +261.6% | -57.6% | +319.2% | +161.6% |
| All | +446.2% | -1.0% | +447.1% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling