-29.3%
AFRM vs TROW
-13.0%
-16.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -3.1% |
| 7D | -8.0% | -1.5% | -6.5% | -5.8% |
| 30D | -9.8% | -5.3% | -4.5% | -1.5% |
| 3M | +4.7% | +2.9% | +1.7% | -1.4% |
| 6M | +34.1% | +22.2% | +11.9% | -3.9% |
| YTD | -8.4% | +8.1% | -16.5% | -22.1% |
| 1Y | -22.9% | +5.8% | -28.7% | -32.2% |
| 3Y | +203.3% | +14.0% | +189.3% | +138.4% |
| 5Y | -26.0% | -38.3% | +12.3% | +44.7% |
| All | -29.3% | -13.0% | -16.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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