+1,380.4%
AFL vs GME
+1,066.0%
+314.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -0.7% | +0.4% | -1.2% | -0.8% |
| 30D | -7.1% | -1.4% | -5.7% | -7.0% |
| 3M | +0.4% | -15.1% | +15.6% | +1.4% |
| 6M | +4.5% | -22.5% | +27.0% | +5.9% |
| YTD | +6.1% | -5.9% | +12.0% | +6.1% |
| 1Y | +10.6% | -18.6% | +29.2% | +11.4% |
| 3Y | +64.0% | +6.7% | +57.4% | +48.5% |
| 5Y | +133.7% | -62.0% | +195.7% | +116.7% |
| 10Y | +298.0% | +239.5% | +58.6% | +52.1% |
| All | +1,380.4% | +1,066.0% | +314.5% | +303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling