-25.2%
AFRM vs GME
+270.0%
-295.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +3.1% | +0.4% | +2.6% | +3.0% |
| 30D | -4.2% | -1.4% | -2.8% | -4.1% |
| 3M | +10.1% | -15.1% | +25.3% | +12.1% |
| 6M | +39.4% | -22.5% | +61.9% | +43.2% |
| YTD | -3.2% | -5.9% | +2.8% | -2.9% |
| 1Y | -16.1% | -18.6% | +2.6% | -14.4% |
| 3Y | +220.8% | +6.7% | +214.1% | +183.7% |
| 5Y | -17.7% | -62.0% | +44.3% | -23.7% |
| All | -25.2% | +270.0% | -295.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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