-29.3%
AFRM vs BTG
+32.6%
-61.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.1% | -5.9% |
| 7D | -8.0% | +2.4% | -10.4% | -8.7% |
| 30D | -9.8% | +9.5% | -19.3% | -12.1% |
| 3M | +4.7% | +38.5% | -33.8% | -5.2% |
| 6M | +34.1% | +5.6% | +28.5% | +29.6% |
| YTD | -8.4% | +23.9% | -32.4% | -16.9% |
| 1Y | -22.9% | +32.1% | -55.1% | -32.9% |
| 3Y | +203.3% | +103.2% | +100.1% | +116.8% |
| 5Y | -26.0% | +79.7% | -105.7% | -44.8% |
| All | -29.3% | +32.6% | -61.9% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling