-27.7%
AFRM vs GEN
+61.1%
-88.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.9% | -6.9% | -7.3% |
| 7D | -6.9% | +8.5% | -15.4% | -11.5% |
| 30D | -7.0% | +34.2% | -41.2% | -23.3% |
| 3M | -11.2% | +10.0% | -21.2% | -18.3% |
| 6M | +4.3% | +56.8% | -52.5% | -26.8% |
| YTD | -6.4% | +14.2% | -20.7% | -17.7% |
| 1Y | -2.6% | +20.8% | -23.4% | -17.7% |
| 3Y | +210.6% | +84.1% | +126.5% | +86.5% |
| 5Y | -57.6% | +37.1% | -94.7% | -69.0% |
| All | -27.7% | +61.1% | -88.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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