-56.9%
AFRM vs BG
+25.1%
-82.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | -7.5% | +7.4% | -14.9% | -8.8% |
| 30D | -15.7% | -1.5% | -14.2% | -15.6% |
| 3M | -9.6% | -6.1% | -3.5% | -9.2% |
| 6M | +6.3% | -18.0% | +24.3% | +9.5% |
| YTD | -8.6% | +15.6% | -24.2% | -16.6% |
| 1Y | -7.6% | +9.6% | -17.2% | -14.3% |
| 3Y | +173.7% | +6.3% | +167.4% | +151.6% |
| 5Y | -56.9% | +24.6% | -81.5% | -66.3% |
| All | -56.9% | +25.1% | -82.0% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling