-37.1%
CAG vs AFRM
+221.8%
-258.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -40.9% |
| All | -37.1% | +221.8% | -258.9% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling