-31.7%
AFRM vs CG
+39.7%
-71.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.3% | +2.0% |
| 7D | -5.5% | -1.5% | -4.0% | -4.5% |
| 30D | -15.5% | +5.7% | -21.2% | -21.4% |
| 3M | -10.3% | -17.9% | +7.6% | +11.3% |
| 6M | +0.6% | -20.2% | +20.8% | +27.0% |
| YTD | -11.5% | -32.0% | +20.5% | +30.6% |
| 1Y | -16.6% | -27.0% | +10.4% | +12.7% |
| 3Y | +193.5% | +42.8% | +150.8% | +45.2% |
| 5Y | -55.8% | -23.4% | -32.4% | -50.0% |
| All | -31.7% | +39.7% | -71.4% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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