-17.7%
AFRM vs AU
+676.5%
-694.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.1% |
| 7D | +3.1% | -0.3% | +3.3% | +3.1% |
| 30D | -4.2% | +12.8% | -17.0% | -6.7% |
| 3M | +10.1% | +28.5% | -18.3% | +4.2% |
| 6M | +39.4% | +4.8% | +34.6% | +36.2% |
| YTD | -3.2% | +31.0% | -34.1% | -10.6% |
| 1Y | -16.1% | +81.4% | -97.5% | -28.1% |
| 3Y | +220.8% | +618.4% | -397.6% | +78.6% |
| 5Y | -17.7% | +686.3% | -704.0% | -43.1% |
| All | -17.7% | +676.5% | -694.2% | -43.1% |
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