-19.3%
AFRM vs GAP
+1.5%
-20.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -7.0% | -4.5% | -2.5% | -5.4% |
| 30D | -7.8% | +9.0% | -16.8% | -10.9% |
| 3M | +5.3% | +5.0% | +0.3% | +3.1% |
| 6M | +42.6% | -17.8% | +60.5% | +50.3% |
| YTD | -2.8% | -10.4% | +7.6% | -2.6% |
| 1Y | -19.3% | -3.4% | -15.9% | -27.3% |
| All | -19.3% | +1.5% | -20.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling