+220.9%
AFRM vs PRU
+50.4%
+170.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.3% | -4.6% | -4.0% |
| 7D | -6.9% | +4.8% | -11.7% | -11.8% |
| 30D | -7.0% | +7.9% | -14.8% | -14.9% |
| 3M | -11.2% | +3.1% | -14.3% | -14.3% |
| 6M | +4.3% | +25.2% | -21.0% | -21.4% |
| YTD | -6.4% | +12.7% | -19.2% | -20.4% |
| 1Y | -2.6% | +23.5% | -26.1% | -26.9% |
| All | +220.9% | +50.4% | +170.5% | +82.7% |
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