-39.5%
CAG vs AFRM
-20.7%
-18.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -5.3% | +3.1% | -8.3% | -5.3% |
| 30D | +1.0% | -4.2% | +5.2% | +1.0% |
| 3M | +17.4% | +10.1% | +7.3% | +17.5% |
| 6M | -16.8% | +39.4% | -56.2% | -16.6% |
| YTD | -6.8% | -3.2% | -3.6% | -6.7% |
| 1Y | -15.4% | -16.1% | +0.7% | -15.3% |
| 3Y | -37.1% | +220.8% | -257.9% | -36.7% |
| 5Y | -41.3% | -17.7% | -23.6% | -41.7% |
| All | -39.5% | -20.7% | -18.7% | -39.4% |
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