-1.8%
AGG vs AFRM
-25.0%
+23.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | -0.2% |
| 7D | -0.2% | -8.0% | +7.9% | -0.1% |
| 30D | -0.2% | -9.8% | +9.6% | -0.1% |
| 3M | -0.7% | +4.7% | -5.4% | -0.8% |
| 6M | -1.8% | +34.1% | -35.9% | -2.1% |
| YTD | -0.6% | -8.4% | +7.9% | -0.6% |
| 1Y | +0.4% | -22.9% | +23.3% | +0.4% |
| 3Y | +13.2% | +203.3% | -190.1% | +10.9% |
| 5Y | -2.0% | -26.0% | +24.0% | -4.0% |
| All | -1.8% | -25.0% | +23.2% | -3.8% |
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