-29.3%
AFRM vs GAP
+17.2%
-46.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +0.1% |
| 7D | -7.3% | -3.8% | -3.5% | -5.2% |
| 30D | -9.6% | -9.0% | -0.5% | -4.6% |
| 3M | -11.1% | +5.5% | -16.5% | -14.9% |
| 6M | +3.9% | -11.1% | +14.9% | +7.6% |
| YTD | -8.5% | -13.6% | +5.1% | -5.6% |
| 1Y | +3.3% | -2.9% | +6.1% | -1.0% |
| 3Y | +213.7% | +69.6% | +144.1% | +76.5% |
| 5Y | -58.5% | +5.4% | -63.9% | -77.7% |
| All | -29.3% | +17.2% | -46.5% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling