+22.7%
AG vs AFRM
-25.4%
+48.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.5% |
| 7D | -4.0% | -10.3% | +6.2% | -2.8% |
| 30D | -13.1% | -13.7% | +0.7% | -11.5% |
| 3M | -22.0% | -11.6% | -10.5% | -20.9% |
| 6M | -37.3% | +2.1% | -39.3% | -37.3% |
| YTD | -11.2% | -8.9% | -2.3% | -10.6% |
| 1Y | +23.9% | -9.7% | +33.7% | +24.8% |
| 3Y | +225.1% | +202.5% | +22.7% | +176.8% |
| 5Y | +7.7% | -55.3% | +63.1% | -4.5% |
| All | +22.7% | -25.4% | +48.0% | +6.4% |
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