-29.6%
AFRM vs BG
+67.0%
-96.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | -10.3% | +3.4% | -13.6% | -10.8% |
| 30D | -13.7% | -3.8% | -9.9% | -13.2% |
| 3M | -11.6% | -9.6% | -2.0% | -10.3% |
| 6M | +2.1% | -19.5% | +21.6% | +5.7% |
| YTD | -8.9% | +14.6% | -23.5% | -16.3% |
| 1Y | -9.7% | +6.6% | -16.4% | -15.3% |
| 3Y | +202.5% | +4.7% | +197.8% | +180.1% |
| 5Y | -55.3% | +22.1% | -77.4% | -61.4% |
| All | -29.6% | +67.0% | -96.6% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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