-55.8%
AFRM vs TRMB
-35.0%
-20.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -1.5% |
| 7D | -5.5% | +4.1% | -9.6% | -10.3% |
| 30D | -15.5% | -7.0% | -8.5% | -12.6% |
| 3M | -10.3% | -0.9% | -9.4% | -15.5% |
| 6M | +0.6% | -1.2% | +1.8% | -7.2% |
| YTD | -11.5% | -28.7% | +17.2% | +27.9% |
| 1Y | -16.6% | -32.1% | +15.5% | +29.3% |
| 3Y | +193.5% | +33.4% | +160.1% | +41.2% |
| 5Y | -55.8% | -35.6% | -20.2% | -6.7% |
| All | -55.8% | -35.0% | -20.8% | -6.7% |
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