+90.4%
AUR vs AFRM
+221.8%
-131.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +19.2% | +3.1% | +16.2% | +17.6% |
| 30D | -7.8% | -4.2% | -3.6% | -6.2% |
| 3M | +4.0% | +10.1% | -6.1% | -1.5% |
| 6M | +45.0% | +39.4% | +5.6% | +22.3% |
| YTD | +69.5% | -3.2% | +72.7% | +66.6% |
| 1Y | +13.0% | -16.1% | +29.1% | +16.6% |
| 3Y | +90.4% | +220.8% | -130.4% | -0.1% |
| All | +90.4% | +221.8% | -131.4% | -0.1% |
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