-16.1%
AFRM vs TRU
-16.5%
+0.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.8% |
| 7D | +3.1% | -7.2% | +10.3% | +6.2% |
| 30D | -4.2% | -2.8% | -1.4% | -3.1% |
| 3M | +10.1% | +13.0% | -2.9% | +3.5% |
| 6M | +39.4% | +0.7% | +38.7% | +36.0% |
| YTD | -3.2% | -9.0% | +5.8% | -2.6% |
| 1Y | -16.1% | -16.3% | +0.2% | -21.3% |
| All | -16.1% | -16.5% | +0.5% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling