-34.4%
AUR vs AFRM
-22.6%
-11.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +2.2% |
| 7D | +11.1% | -8.0% | +19.1% | +15.0% |
| 30D | -6.9% | -9.8% | +2.9% | -3.0% |
| 3M | +5.5% | +4.7% | +0.9% | +2.4% |
| 6M | +41.0% | +34.1% | +6.9% | +22.5% |
| YTD | +69.3% | -8.4% | +77.7% | +70.5% |
| 1Y | +14.0% | -22.9% | +37.0% | +21.7% |
| 3Y | +90.1% | +203.3% | -113.2% | +1.1% |
| 5Y | -34.4% | -26.0% | -8.4% | -59.3% |
| All | -34.4% | -22.6% | -11.9% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling