-29.3%
AFRM vs AGI
+356.3%
-385.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.8% |
| 7D | -8.0% | +2.2% | -10.2% | -8.6% |
| 30D | -9.8% | +11.3% | -21.1% | -12.6% |
| 3M | +4.7% | +5.6% | -1.0% | +2.5% |
| 6M | +34.1% | -27.7% | +61.8% | +44.8% |
| YTD | -8.4% | -4.1% | -4.4% | -9.6% |
| 1Y | -22.9% | +13.8% | -36.7% | -28.3% |
| 3Y | +203.3% | +217.0% | -13.7% | +92.8% |
| 5Y | -26.0% | +404.3% | -430.3% | -58.2% |
| All | -29.3% | +356.3% | -385.6% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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