-58.3%
AFRM vs TRI
+5.0%
-63.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | +0.9% |
| 7D | -7.3% | -4.8% | -2.5% | -4.8% |
| 30D | -9.6% | +13.4% | -22.9% | -18.5% |
| 3M | -11.1% | +13.1% | -24.2% | -20.9% |
| 6M | +3.9% | +24.4% | -20.6% | -19.9% |
| YTD | -8.5% | -11.4% | +2.9% | +0.7% |
| 1Y | +3.3% | -15.6% | +18.8% | +20.4% |
| 3Y | +213.7% | -6.5% | +220.2% | +109.8% |
| All | -58.3% | +5.0% | -63.3% | -82.3% |
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 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