-25.9%
AFRM vs AJG
+116.9%
-142.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +6.0% |
| 7D | -1.3% | -8.3% | +7.0% | +5.2% |
| 30D | -2.7% | -5.7% | +3.0% | +1.5% |
| 3M | +7.4% | +9.1% | -1.6% | -1.6% |
| 6M | +40.7% | +15.2% | +25.4% | +22.5% |
| YTD | -4.0% | -6.3% | +2.3% | -2.0% |
| 1Y | -12.2% | -19.1% | +6.9% | +1.0% |
| 3Y | +203.1% | +8.2% | +194.9% | +122.1% |
| 5Y | -42.2% | +75.6% | -117.9% | -73.3% |
| All | -25.9% | +116.9% | -142.7% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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