-24.9%
AFRM vs TRU
-12.1%
-12.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.3% | +3.5% |
| 7D | -7.0% | -6.8% | -0.2% | -0.3% |
| 30D | -7.8% | 0.0% | -7.8% | -8.1% |
| 3M | +5.3% | +13.3% | -8.0% | -10.4% |
| 6M | +42.6% | +3.4% | +39.2% | +32.0% |
| YTD | -2.8% | -6.4% | +3.6% | -2.6% |
| 1Y | -19.3% | -9.7% | -9.6% | -18.8% |
| 3Y | +231.0% | +0.1% | +230.8% | +175.8% |
| 5Y | -22.2% | -34.0% | +11.8% | +8.0% |
| All | -24.9% | -12.1% | -12.8% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling