+37.6%
AFRM vs GLXY
+12.0%
+25.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -7.0% | +13.4% | -20.4% | -9.5% |
| 30D | -7.8% | +38.1% | -45.9% | -14.5% |
| 3M | +5.3% | -7.3% | +12.6% | +4.6% |
| 6M | +42.6% | +8.2% | +34.5% | +35.5% |
| YTD | -2.8% | +17.8% | -20.5% | -10.8% |
| 1Y | -19.3% | +14.9% | -34.2% | -21.5% |
| All | +37.6% | +12.0% | +25.6% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling