-17.7%
AFRM vs BG
+84.8%
-102.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.7% | -1.3% |
| 7D | +3.1% | +2.4% | +0.7% | +2.5% |
| 30D | -4.2% | +15.0% | -19.2% | -7.4% |
| 3M | +10.1% | -0.7% | +10.8% | +9.8% |
| 6M | +39.4% | +7.5% | +31.9% | +34.7% |
| YTD | -3.2% | +41.6% | -44.8% | -15.3% |
| 1Y | -16.1% | +50.7% | -66.7% | -28.9% |
| 3Y | +220.8% | +20.3% | +200.5% | +193.9% |
| 5Y | -17.7% | +85.2% | -102.9% | -44.1% |
| All | -17.7% | +84.8% | -102.4% | -44.1% |
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 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