-34.6%
AFRM vs AJG
+74.4%
-109.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +6.1% |
| 7D | -1.3% | -8.3% | +7.0% | +6.1% |
| 30D | -2.7% | -5.7% | +3.0% | +2.0% |
| 3M | +7.4% | +9.1% | -1.6% | -3.0% |
| 6M | +40.7% | +15.2% | +25.4% | +19.9% |
| YTD | -4.0% | -6.3% | +2.3% | -1.8% |
| 1Y | -12.2% | -19.1% | +6.9% | +3.0% |
| 3Y | +203.1% | +8.2% | +194.9% | +100.1% |
| All | -34.6% | +74.4% | -109.0% | -82.3% |
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