+3.3%
AFRM vs GAP
-5.7%
+9.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.7% |
| 7D | -7.3% | -3.8% | -3.5% | -5.9% |
| 30D | -9.6% | -9.0% | -0.5% | -6.5% |
| 3M | -11.1% | +5.5% | -16.5% | -12.6% |
| 6M | +3.9% | -11.1% | +14.9% | +6.4% |
| YTD | -8.5% | -13.6% | +5.1% | -7.4% |
| 1Y | +3.3% | -2.9% | +6.1% | -5.3% |
| All | +3.3% | -5.7% | +9.0% | -5.3% |
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