+134.5%
AFL vs GME
-58.9%
+193.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -3.3% | +6.0% | -9.3% | -3.4% |
| 30D | -5.0% | +8.3% | -13.3% | -5.1% |
| 3M | -1.8% | -9.1% | +7.3% | -1.6% |
| 6M | +4.8% | -16.3% | +21.2% | +5.1% |
| YTD | +5.4% | +1.5% | +3.9% | +5.3% |
| 1Y | +9.0% | -16.3% | +25.3% | +9.1% |
| 3Y | +63.0% | +15.1% | +47.9% | +56.9% |
| 5Y | +134.5% | -57.2% | +191.7% | +129.2% |
| All | +134.5% | -58.9% | +193.4% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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