-24.9%
AFRM vs BG
+97.7%
-122.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.4% |
| 7D | -7.0% | +2.8% | -9.8% | -7.6% |
| 30D | -7.8% | +12.0% | -19.8% | -10.3% |
| 3M | +5.3% | -7.7% | +13.0% | +6.9% |
| 6M | +42.6% | +4.5% | +38.2% | +38.7% |
| YTD | -2.8% | +35.7% | -38.5% | -13.4% |
| 1Y | -19.3% | +50.1% | -69.4% | -31.2% |
| 3Y | +231.0% | +12.6% | +218.4% | +209.3% |
| 5Y | -22.2% | +75.4% | -97.7% | -37.6% |
| All | -24.9% | +97.7% | -122.6% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling