+221.8%
AFRM vs AU
+630.2%
-408.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.2% |
| 7D | -7.0% | -3.6% | -3.3% | -6.3% |
| 30D | -7.8% | +23.9% | -31.7% | -11.3% |
| 3M | +5.3% | +19.1% | -13.8% | +1.8% |
| 6M | +42.6% | -0.2% | +42.8% | +40.2% |
| YTD | -2.8% | +32.5% | -35.3% | -9.1% |
| 1Y | -19.3% | +96.9% | -116.3% | -29.5% |
| All | +221.8% | +630.2% | -408.3% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling