-31.6%
AFRM vs TRI
+53.1%
-84.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -8.4% | -1.6% | -6.8% | -7.6% |
| 30D | -18.3% | +5.0% | -23.3% | -22.2% |
| 3M | -12.7% | +4.6% | -17.3% | -17.5% |
| 6M | +3.0% | +18.3% | -15.3% | -16.3% |
| YTD | -11.4% | -14.7% | +3.3% | -2.3% |
| 1Y | -13.3% | -16.7% | +3.3% | -2.1% |
| 3Y | +194.0% | -11.3% | +205.4% | +140.9% |
| 5Y | -50.6% | -0.6% | -50.0% | -70.5% |
| All | -31.6% | +53.1% | -84.7% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling