+128.8%
AUR vs AFRM
+192.6%
-63.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.7% |
| 7D | -4.5% | -4.4% | -0.1% | -2.4% |
| 30D | -16.6% | -7.7% | -9.0% | -13.8% |
| 3M | -38.5% | -16.9% | -21.6% | -33.4% |
| 6M | -49.9% | +2.5% | -52.4% | -51.6% |
| YTD | +9.6% | -12.5% | +22.2% | +11.9% |
| 1Y | +1.2% | -11.0% | +12.2% | +1.9% |
| 3Y | +128.8% | +184.6% | -55.8% | +25.1% |
| All | +128.8% | +192.6% | -63.8% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling