-24.9%
AFRM vs TRI
+49.3%
-74.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | +1.1% |
| 7D | -7.0% | -0.5% | -6.4% | -6.9% |
| 30D | -7.8% | +7.9% | -15.7% | -13.0% |
| 3M | +5.3% | +24.1% | -18.7% | -14.2% |
| 6M | +42.6% | +3.8% | +38.8% | +31.3% |
| YTD | -2.8% | -16.9% | +14.1% | +11.5% |
| 1Y | -19.3% | -38.4% | +19.1% | +30.6% |
| 3Y | +231.0% | -12.2% | +243.2% | +178.4% |
| 5Y | -22.2% | -1.8% | -20.5% | -52.1% |
| All | -24.9% | +49.3% | -74.2% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling