-25.2%
AFRM vs TRMB
-18.0%
-7.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +1.2% |
| 7D | +3.1% | -0.3% | +3.3% | +3.4% |
| 30D | -4.2% | -1.2% | -3.0% | -2.7% |
| 3M | +10.1% | +9.6% | +0.5% | -4.9% |
| 6M | +39.4% | -16.1% | +55.5% | +72.9% |
| YTD | -3.2% | -25.0% | +21.8% | +37.9% |
| 1Y | -16.1% | -27.7% | +11.6% | +24.9% |
| 3Y | +220.8% | +15.3% | +205.5% | +124.6% |
| 5Y | -17.7% | -37.4% | +19.7% | +63.6% |
| All | -25.2% | -18.0% | -7.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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