-29.4%
AFRM vs TRU
-8.6%
-20.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -2.5% |
| 7D | -7.5% | +4.9% | -12.4% | -12.0% |
| 30D | -15.7% | +26.9% | -42.6% | -35.1% |
| 3M | -9.6% | +4.0% | -13.6% | -15.6% |
| 6M | +6.3% | +15.8% | -9.5% | -14.4% |
| YTD | -8.6% | -2.6% | -6.0% | -14.2% |
| 1Y | -7.6% | +3.9% | -11.4% | -19.8% |
| 3Y | +173.7% | +59.2% | +114.5% | +25.6% |
| 5Y | -56.9% | -25.7% | -31.2% | -45.2% |
| All | -29.4% | -8.6% | -20.9% | -12.4% |
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