-25.9%
AFRM vs AU
+422.9%
-448.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | -1.3% | -4.3% | +3.0% | -0.5% |
| 30D | -2.7% | +7.3% | -10.0% | -4.1% |
| 3M | +7.4% | +26.3% | -18.9% | +2.5% |
| 6M | +40.7% | +1.8% | +38.9% | +38.4% |
| YTD | -4.0% | +26.8% | -30.8% | -10.1% |
| 1Y | -12.2% | +66.7% | -78.9% | -22.3% |
| 3Y | +203.1% | +579.1% | -376.0% | +85.7% |
| 5Y | -42.2% | +689.3% | -731.6% | -65.2% |
| All | -25.9% | +422.9% | -448.8% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling