-13.3%
AFRM vs BG
+6.5%
-19.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -3.9% |
| 7D | -8.4% | +5.0% | -13.3% | -6.2% |
| 30D | -18.3% | -3.2% | -15.1% | -19.4% |
| 3M | -12.7% | -11.2% | -1.5% | -16.8% |
| 6M | +3.0% | -19.4% | +22.5% | -5.3% |
| YTD | -11.4% | +13.6% | -25.0% | -9.9% |
| 1Y | -13.3% | +7.3% | -20.6% | -12.7% |
| All | -13.3% | +6.5% | -19.9% | -12.7% |
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