-17.7%
AFRM vs TRI
-7.1%
-10.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +4.3% |
| 7D | +3.1% | -7.1% | +10.1% | +8.1% |
| 30D | -4.2% | -2.3% | -1.9% | -3.3% |
| 3M | +10.1% | +19.6% | -9.5% | -9.7% |
| 6M | +39.4% | -8.7% | +48.1% | +42.7% |
| YTD | -3.2% | -22.3% | +19.1% | +19.0% |
| 1Y | -16.1% | -40.7% | +24.6% | +46.5% |
| 3Y | +220.8% | -17.8% | +238.5% | +147.2% |
| 5Y | -17.7% | -8.5% | -9.2% | -56.1% |
| All | -17.7% | -7.1% | -10.6% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling