-29.6%
AFRM vs AGI
+271.1%
-300.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.6% | +3.7% |
| 7D | -10.3% | 0.0% | -10.3% | -10.4% |
| 30D | -13.7% | -7.6% | -6.1% | -12.0% |
| 3M | -11.6% | -10.2% | -1.3% | -9.2% |
| 6M | +2.1% | -31.5% | +33.6% | +12.3% |
| YTD | -8.9% | -22.0% | +13.1% | -4.9% |
| 1Y | -9.7% | -7.9% | -1.8% | -10.2% |
| 3Y | +202.5% | +137.6% | +64.9% | +107.2% |
| 5Y | -55.3% | +256.7% | -312.0% | -73.6% |
| All | -29.6% | +271.1% | -300.7% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling