-35.7%
AUR vs AFRM
+35.7%
-71.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | -0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.8% |
| 30D | -6.4% | -2.7% | -3.7% | -5.7% |
| 3M | +7.7% | +7.4% | +0.3% | +3.9% |
| 6M | +44.5% | +40.7% | +3.8% | +24.7% |
| YTD | +67.4% | -4.0% | +71.5% | +65.7% |
| 1Y | +15.4% | -12.2% | +27.7% | +16.7% |
| 3Y | +94.8% | +203.1% | -108.2% | +11.7% |
| 5Y | -35.1% | -42.2% | +7.1% | -60.5% |
| All | -35.7% | +35.7% | -71.4% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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