-29.4%
AFRM vs TROW
-9.4%
-20.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -3.6% |
| 7D | -7.5% | +4.7% | -12.2% | -14.0% |
| 30D | -15.7% | +5.4% | -21.1% | -22.4% |
| 3M | -9.6% | -1.6% | -8.0% | -7.3% |
| 6M | +6.3% | +7.8% | -1.5% | -7.3% |
| YTD | -8.6% | +12.6% | -21.2% | -27.3% |
| 1Y | -7.6% | +13.6% | -21.2% | -27.9% |
| 3Y | +173.7% | +36.6% | +137.1% | +55.3% |
| 5Y | -56.9% | -36.7% | -20.1% | -20.6% |
| All | -29.4% | -9.4% | -20.0% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling