-12.2%
AFRM vs AJG
-17.2%
+4.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.4% |
| 7D | -1.3% | -8.3% | +7.0% | +0.7% |
| 30D | -2.7% | -5.7% | +3.0% | -1.4% |
| 3M | +7.4% | +9.1% | -1.6% | +4.2% |
| 6M | +40.7% | +15.2% | +25.4% | +34.1% |
| YTD | -4.0% | -6.3% | +2.3% | -8.9% |
| 1Y | -12.2% | -19.1% | +6.9% | -22.2% |
| All | -12.2% | -17.2% | +4.9% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling