+31.8%
AG vs AFRM
-25.2%
+56.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +10.8% | -7.5% | +18.4% | +11.9% |
| 30D | -8.2% | -15.7% | +7.5% | -6.2% |
| 3M | -13.7% | -9.6% | -4.1% | -12.7% |
| 6M | -27.3% | +6.3% | -33.6% | -27.6% |
| YTD | -4.6% | -8.6% | +4.0% | -4.0% |
| 1Y | +39.4% | -7.6% | +47.0% | +39.9% |
| 3Y | +244.1% | +173.7% | +70.5% | +195.2% |
| 5Y | +16.8% | -56.9% | +73.7% | +3.6% |
| All | +31.8% | -25.2% | +56.9% | +14.3% |
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