-9.6%
CAG vs AFRM
-16.7%
+7.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -3.3% | -4.4% | +1.1% | -3.4% |
| 30D | +7.7% | -7.7% | +15.3% | +7.6% |
| 3M | -3.2% | -16.9% | +13.7% | -3.4% |
| 6M | +7.0% | +2.5% | +4.5% | +8.0% |
| YTD | -9.0% | -12.5% | +3.5% | -9.2% |
| 1Y | -9.6% | -11.0% | +1.4% | -8.7% |
| All | -9.6% | -16.7% | +7.1% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling