-38.6%
CAG vs AFRM
-20.4%
-18.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | -3.8% | -7.0% | +3.2% | -3.8% |
| 30D | +3.1% | -7.8% | +10.9% | +3.1% |
| 3M | +23.5% | +5.3% | +18.2% | +23.5% |
| 6M | -14.8% | +42.6% | -57.5% | -14.6% |
| YTD | -5.4% | -2.8% | -2.6% | -5.4% |
| 1Y | -11.8% | -19.3% | +7.5% | -11.8% |
| 3Y | -36.7% | +231.0% | -267.6% | -36.2% |
| 5Y | -40.3% | -22.2% | -18.0% | -40.7% |
| All | -38.6% | -20.4% | -18.2% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling