+72.3%
AG vs AFRM
-20.7%
+93.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +4.5% | +3.1% | +1.4% | +4.1% |
| 30D | +12.9% | -4.2% | +17.1% | +13.4% |
| 3M | +20.9% | +10.1% | +10.8% | +19.7% |
| 6M | -19.5% | +39.4% | -58.9% | -22.4% |
| YTD | +24.8% | -3.2% | +28.0% | +24.7% |
| 1Y | +120.2% | -16.1% | +136.3% | +122.1% |
| 3Y | +279.0% | +220.8% | +58.2% | +218.4% |
| 5Y | +67.9% | -17.7% | +85.6% | +43.0% |
| All | +72.3% | -20.7% | +93.0% | +48.5% |
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