-56.0%
AFRM vs GAP
+2.1%
-58.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -4.4% | -1.9% | -2.5% | -3.3% |
| 30D | -7.7% | -7.1% | -0.6% | -3.5% |
| 3M | -16.9% | +4.1% | -21.0% | -20.2% |
| 6M | +2.5% | +1.9% | +0.6% | -2.3% |
| YTD | -12.5% | -15.2% | +2.7% | -8.8% |
| 1Y | -11.0% | -10.6% | -0.4% | -11.0% |
| 3Y | +184.6% | +74.6% | +110.0% | +37.0% |
| All | -56.0% | +2.1% | -58.1% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling