+229.4%
AG vs AFRM
+203.8%
+25.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.3% |
| 7D | +6.3% | -7.3% | +13.6% | +8.0% |
| 30D | -8.9% | -9.6% | +0.6% | -7.0% |
| 3M | -12.2% | -11.1% | -1.1% | -10.3% |
| 6M | -28.3% | +3.9% | -32.2% | -28.6% |
| YTD | -8.8% | -8.5% | -0.3% | -8.1% |
| 1Y | +39.4% | +3.3% | +36.1% | +37.9% |
| 3Y | +229.4% | +213.7% | +15.7% | +139.6% |
| All | +229.4% | +203.8% | +25.6% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling