+189.1%
AFRM vs AJG
+10.0%
+179.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.7% |
| 7D | -8.0% | -7.4% | -0.6% | -6.0% |
| 30D | -9.8% | -3.0% | -6.8% | -9.0% |
| 3M | +4.7% | +12.8% | -8.2% | +0.4% |
| 6M | +34.1% | +12.8% | +21.3% | +28.2% |
| YTD | -8.4% | -4.7% | -3.7% | -9.1% |
| 1Y | -22.9% | -17.2% | -5.7% | -20.8% |
| All | +189.1% | +10.0% | +179.2% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling