+24.1%
AG vs AFRM
-27.4%
+51.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -5.5% |
| 7D | +6.0% | -8.4% | +14.3% | +7.1% |
| 30D | -13.5% | -18.3% | +4.7% | -11.4% |
| 3M | -20.7% | -12.7% | -8.0% | -19.4% |
| 6M | -31.5% | +3.0% | -34.6% | -31.6% |
| YTD | -10.1% | -11.4% | +1.2% | -9.3% |
| 1Y | +26.0% | -13.3% | +39.3% | +27.4% |
| 3Y | +228.9% | +194.0% | +34.9% | +180.9% |
| 5Y | +8.7% | -50.6% | +59.3% | -3.8% |
| All | +24.1% | -27.4% | +51.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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