-20.9%
AFRM vs TRMB
-37.2%
+16.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.2% |
| 7D | -7.0% | -2.5% | -4.4% | -3.4% |
| 30D | -7.8% | +1.5% | -9.3% | -9.9% |
| 3M | +5.3% | +6.8% | -1.5% | -6.1% |
| 6M | +42.6% | -14.9% | +57.6% | +75.0% |
| YTD | -2.8% | -24.1% | +21.3% | +38.3% |
| 1Y | -19.3% | -25.4% | +6.1% | +16.3% |
| 3Y | +231.0% | +8.0% | +223.0% | +147.8% |
| All | -20.9% | -37.2% | +16.3% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling