-29.3%
AFRM vs TRU
-15.2%
-14.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -4.7% |
| 7D | -8.0% | -6.5% | -1.5% | -1.8% |
| 30D | -9.8% | -2.5% | -7.3% | -7.7% |
| 3M | +4.7% | +10.4% | -5.7% | -8.4% |
| 6M | +34.1% | +1.6% | +32.5% | +26.1% |
| YTD | -8.4% | -9.7% | +1.3% | -4.8% |
| 1Y | -22.9% | -17.3% | -5.7% | -14.2% |
| 3Y | +203.3% | -1.8% | +205.1% | +156.0% |
| 5Y | -26.0% | -36.2% | +10.3% | +6.6% |
| All | -29.3% | -15.2% | -14.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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