+25.5%
AFRM vs GLXY
-40.0%
+65.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.5% |
| 7D | -8.4% | -16.2% | +7.8% | -5.7% |
| 30D | -18.3% | -30.6% | +12.3% | -13.2% |
| 3M | -12.7% | -27.7% | +15.0% | -8.9% |
| 6M | +3.0% | -53.3% | +56.4% | +15.9% |
| YTD | -11.4% | -36.9% | +25.5% | -9.1% |
| 1Y | -13.3% | -55.6% | +42.3% | -4.1% |
| All | +25.5% | -40.0% | +65.4% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling