-20.9%
AFRM vs TRU
-33.8%
+12.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.3% | +3.7% |
| 7D | -7.0% | -6.8% | -0.2% | 0.0% |
| 30D | -7.8% | 0.0% | -7.8% | -8.2% |
| 3M | +5.3% | +13.3% | -8.0% | -11.0% |
| 6M | +42.6% | +3.4% | +39.2% | +31.4% |
| YTD | -2.8% | -6.4% | +3.6% | -2.8% |
| 1Y | -19.3% | -9.7% | -9.6% | -19.0% |
| 3Y | +231.0% | +0.1% | +230.8% | +170.7% |
| All | -20.9% | -33.8% | +12.8% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling