+173.7%
AFRM vs BTG
+101.8%
+71.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -1.3% |
| 7D | -7.5% | +19.1% | -26.6% | -11.5% |
| 30D | -15.7% | +8.2% | -23.9% | -17.5% |
| 3M | -9.6% | +13.3% | -22.9% | -12.5% |
| 6M | +6.3% | +8.1% | -1.8% | +3.1% |
| YTD | -8.6% | +27.5% | -36.1% | -16.6% |
| 1Y | -7.6% | +47.1% | -54.7% | -18.9% |
| 3Y | +173.7% | +105.8% | +67.9% | +106.4% |
| All | +173.7% | +101.8% | +71.9% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling