-29.3%
AFRM vs AGI
+293.7%
-323.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.9% |
| 7D | -7.3% | +16.0% | -23.3% | -11.4% |
| 30D | -9.6% | +1.0% | -10.5% | -10.0% |
| 3M | -11.1% | +2.5% | -13.5% | -12.1% |
| 6M | +3.9% | -24.0% | +27.9% | +11.0% |
| YTD | -8.5% | -17.2% | +8.7% | -6.1% |
| 1Y | +3.3% | +4.9% | -1.6% | -0.9% |
| 3Y | +213.7% | +142.6% | +71.1% | +114.1% |
| 5Y | -58.5% | +315.2% | -373.7% | -75.6% |
| All | -29.3% | +293.7% | -323.1% | -60.0% |
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