+11.1%
AG vs AFRM
-58.9%
+70.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.1% |
| 7D | +6.3% | -7.3% | +13.6% | +7.4% |
| 30D | -8.9% | -9.6% | +0.6% | -7.6% |
| 3M | -12.2% | -11.1% | -1.1% | -10.9% |
| 6M | -28.3% | +3.9% | -32.2% | -28.5% |
| YTD | -8.8% | -8.5% | -0.3% | -8.2% |
| 1Y | +39.4% | +3.3% | +36.1% | +38.2% |
| 3Y | +229.4% | +213.7% | +15.7% | +171.7% |
| All | +11.1% | -58.9% | +70.0% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling