-32.4%
AFRM vs AGI
+253.9%
-286.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -4.4% | -10.1% | +5.7% | -1.5% |
| 30D | -7.7% | -6.5% | -1.1% | -6.2% |
| 3M | -16.9% | -12.8% | -4.1% | -13.9% |
| 6M | +2.5% | -34.3% | +36.8% | +14.2% |
| YTD | -12.5% | -25.6% | +13.1% | -7.5% |
| 1Y | -11.0% | -14.2% | +3.2% | -9.8% |
| 3Y | +184.6% | +127.3% | +57.3% | +97.5% |
| 5Y | -56.3% | +241.8% | -298.1% | -73.8% |
| All | -32.4% | +253.9% | -286.3% | -60.5% |
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