+3.3%
AFRM vs TRMB
-33.2%
+36.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.7% |
| 7D | -7.3% | -16.7% | +9.4% | +0.2% |
| 30D | -9.6% | -9.9% | +0.3% | -7.9% |
| 3M | -11.1% | -7.6% | -3.5% | -11.3% |
| 6M | +3.9% | -14.7% | +18.5% | +10.9% |
| YTD | -8.5% | -30.9% | +22.4% | +16.4% |
| 1Y | +3.3% | -31.3% | +34.6% | +31.6% |
| All | +3.3% | -33.2% | +36.5% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling