-55.8%
AFRM vs CG
-21.9%
-33.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.3% | +2.1% |
| 7D | -5.5% | -1.5% | -4.0% | -4.4% |
| 30D | -15.5% | +5.7% | -21.2% | -21.6% |
| 3M | -10.3% | -17.9% | +7.6% | +11.9% |
| 6M | +0.6% | -20.2% | +20.8% | +27.7% |
| YTD | -11.5% | -32.0% | +20.5% | +31.8% |
| 1Y | -16.6% | -27.0% | +10.4% | +13.3% |
| 3Y | +193.5% | +42.8% | +150.8% | +34.5% |
| 5Y | -55.8% | -23.4% | -32.4% | -51.4% |
| All | -55.8% | -21.9% | -33.9% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling