-38.9%
CAG vs AFRM
-58.9%
+20.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.7% |
| 7D | +5.8% | -7.3% | +13.1% | +5.8% |
| 30D | +16.4% | -9.6% | +25.9% | +16.3% |
| 3M | +3.8% | -11.1% | +14.9% | +3.8% |
| 6M | +10.8% | +3.9% | +7.0% | +10.9% |
| YTD | -5.8% | -8.5% | +2.7% | -5.8% |
| 1Y | -2.4% | +3.3% | -5.6% | -2.3% |
| 3Y | -33.4% | +213.7% | -247.2% | -33.3% |
| All | -38.9% | -58.9% | +20.0% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling