-9.7%
AFRM vs BG
+8.1%
-17.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +3.3% |
| 7D | -10.3% | +3.4% | -13.6% | -8.8% |
| 30D | -13.7% | -3.8% | -9.9% | -15.2% |
| 3M | -11.6% | -9.6% | -2.0% | -15.0% |
| 6M | +2.1% | -19.5% | +21.6% | -6.1% |
| YTD | -8.9% | +14.6% | -23.5% | -7.3% |
| 1Y | -9.7% | +6.6% | -16.4% | -8.6% |
| All | -9.7% | +8.1% | -17.8% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling