-17.7%
AFRM vs AGI
+390.0%
-407.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +3.1% | +4.4% | -1.3% | +1.8% |
| 30D | -4.2% | +10.0% | -14.2% | -7.0% |
| 3M | +10.1% | +1.7% | +8.4% | +8.9% |
| 6M | +39.4% | -26.8% | +66.2% | +50.7% |
| YTD | -3.2% | -5.3% | +2.2% | -4.2% |
| 1Y | -16.1% | +11.5% | -27.6% | -22.0% |
| 3Y | +220.8% | +212.9% | +7.9% | +93.1% |
| 5Y | -17.7% | +388.8% | -406.4% | -54.9% |
| All | -17.7% | +390.0% | -407.7% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling