-29.4%
AFRM vs BTG
+36.5%
-65.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -1.5% |
| 7D | -7.5% | +19.1% | -26.6% | -12.0% |
| 30D | -15.7% | +8.2% | -23.9% | -17.7% |
| 3M | -9.6% | +13.3% | -22.9% | -13.0% |
| 6M | +6.3% | +8.1% | -1.8% | +2.6% |
| YTD | -8.6% | +27.5% | -36.1% | -18.0% |
| 1Y | -7.6% | +47.1% | -54.7% | -20.7% |
| 3Y | +173.7% | +105.8% | +67.9% | +94.6% |
| 5Y | -56.9% | +55.8% | -112.7% | -67.5% |
| All | -29.4% | +36.5% | -65.9% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling