+220.4%
AFRM vs CRBG
+117.3%
+103.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.6% | +3.8% |
| 7D | -1.3% | +0.6% | -1.8% | -1.8% |
| 30D | -2.7% | +2.6% | -5.3% | -4.9% |
| 3M | +7.4% | +24.0% | -16.6% | -12.9% |
| 6M | +40.7% | +50.5% | -9.9% | -6.0% |
| YTD | -4.0% | +17.1% | -21.2% | -19.3% |
| 1Y | -12.2% | +5.9% | -18.1% | -19.1% |
| 3Y | +203.1% | +122.7% | +80.4% | +22.4% |
| All | +220.4% | +117.3% | +103.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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