+229.9%
AFRM vs PRU
+47.2%
+182.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -1.5% |
| 7D | -7.0% | +1.9% | -8.8% | -8.9% |
| 30D | -7.8% | +2.7% | -10.5% | -10.8% |
| 3M | +5.3% | +19.5% | -14.1% | -16.4% |
| 6M | +42.6% | +26.6% | +16.0% | +4.7% |
| YTD | -2.8% | +12.3% | -15.1% | -17.6% |
| 1Y | -19.3% | +18.0% | -37.4% | -36.8% |
| All | +229.9% | +47.2% | +182.8% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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