+189.1%
AFRM vs BG
+19.0%
+170.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.4% |
| 7D | -8.0% | +0.5% | -8.5% | -8.0% |
| 30D | -9.8% | +10.3% | -20.1% | -9.9% |
| 3M | +4.7% | -1.9% | +6.6% | +5.2% |
| 6M | +34.1% | +5.2% | +28.9% | +33.3% |
| YTD | -8.4% | +41.2% | -49.6% | -14.1% |
| 1Y | -22.9% | +50.5% | -73.5% | -29.1% |
| All | +189.1% | +19.0% | +170.1% | +231.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling