-29.3%
AFRM vs CG
+40.9%
-70.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.5% |
| 7D | -7.3% | -1.2% | -6.1% | -6.0% |
| 30D | -9.6% | +5.0% | -14.6% | -14.7% |
| 3M | -11.1% | -18.2% | +7.1% | +11.6% |
| 6M | +3.9% | -20.7% | +24.6% | +31.9% |
| YTD | -8.5% | -31.4% | +22.9% | +34.7% |
| 1Y | +3.3% | -22.3% | +25.5% | +29.8% |
| 3Y | +213.7% | +50.2% | +163.6% | +45.1% |
| 5Y | -58.5% | -22.1% | -36.5% | -53.4% |
| All | -29.3% | +40.9% | -70.2% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling