+184.6%
AFRM vs TRU
+58.0%
+126.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -7.7% | +21.3% | -29.0% | -21.2% |
| 3M | -16.9% | +0.2% | -17.1% | -18.3% |
| 6M | +2.5% | +22.4% | -19.9% | -16.1% |
| YTD | -12.5% | -4.8% | -7.7% | -13.2% |
| 1Y | -11.0% | -0.2% | -10.8% | -15.6% |
| 3Y | +184.6% | +57.9% | +126.6% | +78.0% |
| All | +184.6% | +58.0% | +126.6% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling