-17.7%
AFRM vs TROW
-36.6%
+19.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | +0.2% |
| 7D | +3.1% | +0.4% | +2.7% | +2.4% |
| 30D | -4.2% | -4.0% | -0.2% | +2.7% |
| 3M | +10.1% | +5.0% | +5.1% | -0.3% |
| 6M | +39.4% | +24.3% | +15.1% | -5.3% |
| YTD | -3.2% | +9.8% | -12.9% | -21.0% |
| 1Y | -16.1% | +6.4% | -22.5% | -27.9% |
| 3Y | +220.8% | +15.8% | +205.0% | +135.9% |
| 5Y | -17.7% | -37.3% | +19.6% | +138.5% |
| All | -17.7% | -36.6% | +19.0% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling