+173.7%
AFRM vs BG
+5.5%
+168.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | 0.0% |
| 7D | -7.5% | +7.4% | -14.9% | -7.2% |
| 30D | -15.7% | -1.5% | -14.2% | -15.8% |
| 3M | -9.6% | -6.1% | -3.5% | -9.9% |
| 6M | +6.3% | -18.0% | +24.3% | +6.2% |
| YTD | -8.6% | +15.6% | -24.2% | -13.7% |
| 1Y | -7.6% | +9.6% | -17.2% | -11.9% |
| 3Y | +173.7% | +6.3% | +167.4% | +232.1% |
| All | +173.7% | +5.5% | +168.2% | +232.1% |
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