-50.6%
AFRM vs AU
+436.5%
-487.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -1.8% |
| 7D | -8.4% | +15.3% | -23.6% | -11.4% |
| 30D | -18.3% | -0.3% | -17.9% | -18.4% |
| 3M | -12.7% | -2.9% | -9.8% | -12.5% |
| 6M | +3.0% | -10.7% | +13.7% | +4.4% |
| YTD | -11.4% | +14.0% | -25.4% | -16.5% |
| 1Y | -13.3% | +32.5% | -45.9% | -21.1% |
| 3Y | +194.0% | +557.9% | -363.9% | +56.5% |
| 5Y | -50.6% | +441.0% | -491.6% | -74.1% |
| All | -50.6% | +436.5% | -487.1% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling