-31.7%
AFRM vs AU
+338.7%
-370.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.8% | -2.0% |
| 7D | -5.5% | -1.1% | -4.4% | -5.4% |
| 30D | -15.5% | -4.4% | -11.1% | -14.9% |
| 3M | -10.3% | -10.0% | -0.3% | -8.8% |
| 6M | +0.6% | -14.5% | +15.1% | +2.7% |
| YTD | -11.5% | +6.4% | -17.9% | -14.5% |
| 1Y | -16.6% | +7.7% | -24.3% | -19.7% |
| 3Y | +193.5% | +514.1% | -320.6% | +84.4% |
| 5Y | -55.8% | +386.5% | -442.3% | -73.1% |
| All | -31.7% | +338.7% | -370.4% | -56.7% |
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