-17.7%
AFRM vs BTG
+72.2%
-89.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.4% |
| 7D | +3.1% | +4.8% | -1.7% | +1.7% |
| 30D | -4.2% | +8.3% | -12.6% | -6.4% |
| 3M | +10.1% | +32.3% | -22.2% | +0.8% |
| 6M | +39.4% | +3.0% | +36.5% | +35.6% |
| YTD | -3.2% | +21.9% | -25.1% | -12.0% |
| 1Y | -16.1% | +28.2% | -44.2% | -26.7% |
| 3Y | +220.8% | +99.9% | +120.9% | +125.2% |
| 5Y | -17.7% | +73.6% | -91.2% | -32.6% |
| All | -17.7% | +72.2% | -89.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling