+229.9%
AFRM vs GAP
+114.4%
+115.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -7.0% | -4.5% | -2.5% | -5.1% |
| 30D | -7.8% | +9.0% | -16.8% | -11.6% |
| 3M | +5.3% | +5.0% | +0.3% | +2.5% |
| 6M | +42.6% | -17.8% | +60.5% | +51.1% |
| YTD | -2.8% | -10.4% | +7.6% | -1.3% |
| 1Y | -19.3% | -3.4% | -15.9% | -21.2% |
| All | +229.9% | +114.4% | +115.5% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling