-32.4%
AFRM vs BTG
+18.0%
-50.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -4.4% | -9.1% | +4.7% | -2.0% |
| 30D | -7.7% | -1.6% | -6.1% | -7.6% |
| 3M | -16.9% | -2.8% | -14.1% | -16.6% |
| 6M | +2.5% | -7.6% | +10.1% | +3.2% |
| YTD | -12.5% | +10.2% | -22.8% | -18.4% |
| 1Y | -11.0% | +21.3% | -32.3% | -19.5% |
| 3Y | +184.6% | +82.7% | +101.9% | +108.6% |
| 5Y | -56.3% | +30.8% | -87.1% | -65.7% |
| All | -32.4% | +18.0% | -50.4% | -44.6% |
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