-36.6%
AUR vs AFRM
+37.4%
-74.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.3% |
| 7D | +8.7% | -7.0% | +15.7% | +11.9% |
| 30D | -5.2% | -7.8% | +2.6% | -2.4% |
| 3M | -7.3% | +5.3% | -12.6% | -9.9% |
| 6M | +41.2% | +42.6% | -1.4% | +21.3% |
| YTD | +65.1% | -2.8% | +67.9% | +62.7% |
| 1Y | +13.4% | -19.3% | +32.7% | +18.5% |
| 3Y | +98.1% | +231.0% | -132.8% | +10.0% |
| 5Y | -36.0% | -22.2% | -13.8% | -61.2% |
| All | -36.6% | +37.4% | -74.0% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling