-20.9%
AFRM vs CG
+10.1%
-31.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -0.7% |
| 7D | -7.0% | -4.3% | -2.6% | -1.7% |
| 30D | -7.8% | -5.1% | -2.7% | -1.8% |
| 3M | +5.3% | +8.7% | -3.4% | -6.7% |
| 6M | +42.6% | -9.2% | +51.9% | +55.7% |
| YTD | -2.8% | -18.9% | +16.1% | +19.0% |
| 1Y | -19.3% | -25.6% | +6.3% | +7.7% |
| 3Y | +231.0% | +57.3% | +173.7% | +44.1% |
| All | -20.9% | +10.1% | -31.1% | -34.2% |
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