-9.7%
AFRM vs AU
+27.2%
-36.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +3.4% |
| 7D | -10.3% | +4.7% | -14.9% | -11.4% |
| 30D | -13.7% | -1.5% | -12.2% | -13.6% |
| 3M | -11.6% | -5.0% | -6.6% | -10.9% |
| 6M | +2.1% | -13.5% | +15.6% | +2.8% |
| YTD | -8.9% | +11.7% | -20.6% | -18.8% |
| 1Y | -9.7% | +21.3% | -31.0% | -23.8% |
| All | -9.7% | +27.2% | -36.9% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling