-39.0%
CAG vs AFRM
-27.4%
-11.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.7% |
| 7D | +6.6% | -8.4% | +15.0% | +6.6% |
| 30D | +13.9% | -18.3% | +32.2% | +13.8% |
| 3M | +4.0% | -12.7% | +16.7% | +4.0% |
| 6M | +10.0% | +3.0% | +7.0% | +10.1% |
| YTD | -6.1% | -11.4% | +5.3% | -6.1% |
| 1Y | -4.3% | -13.3% | +9.0% | -4.3% |
| 3Y | -34.6% | +194.0% | -228.6% | -34.2% |
| 5Y | -39.4% | -50.6% | +11.2% | -40.2% |
| All | -39.0% | -27.4% | -11.6% | -39.0% |
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