-56.0%
AFRM vs AJG
+79.0%
-135.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -2.7% |
| 7D | -4.4% | +0.5% | -4.9% | -4.8% |
| 30D | -7.7% | +19.4% | -27.0% | -20.3% |
| 3M | -16.9% | +11.9% | -28.8% | -24.8% |
| 6M | +2.5% | +48.3% | -45.8% | -30.0% |
| YTD | -12.5% | +10.3% | -22.8% | -22.3% |
| 1Y | -11.0% | +11.5% | -22.5% | -22.3% |
| 3Y | +184.6% | +17.5% | +167.0% | +87.3% |
| All | -56.0% | +79.0% | -135.0% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling