-29.3%
AFRM vs TRI
+37.0%
-66.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.2% |
| 7D | -8.0% | -8.4% | +0.4% | -2.7% |
| 30D | -9.8% | -6.5% | -3.3% | -6.1% |
| 3M | +4.7% | +18.6% | -13.9% | -12.5% |
| 6M | +34.1% | -10.4% | +44.6% | +38.9% |
| YTD | -8.4% | -23.7% | +15.3% | +11.2% |
| 1Y | -22.9% | -42.5% | +19.5% | +29.2% |
| 3Y | +203.3% | -19.3% | +222.6% | +169.3% |
| 5Y | -26.0% | -9.7% | -16.3% | -51.7% |
| All | -29.3% | +37.0% | -66.3% | -52.2% |
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