-13.3%
AFRM vs TRI
-17.7%
+4.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -8.4% | -1.6% | -6.8% | -8.1% |
| 30D | -18.3% | +5.0% | -23.3% | -19.5% |
| 3M | -12.7% | +4.6% | -17.3% | -14.2% |
| 6M | +3.0% | +18.3% | -15.3% | -1.7% |
| YTD | -11.4% | -14.7% | +3.3% | -3.2% |
| 1Y | -13.3% | -16.7% | +3.3% | -4.3% |
| All | -13.3% | -17.7% | +4.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling