-29.6%
AFRM vs GME
+400.5%
-430.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -10.3% | +1.6% | -11.9% | -10.4% |
| 30D | -13.7% | -6.2% | -7.6% | -13.0% |
| 3M | -11.6% | +35.8% | -47.3% | -14.8% |
| 6M | +2.1% | +10.3% | -8.2% | +0.6% |
| YTD | -8.9% | +27.2% | -36.1% | -11.9% |
| 1Y | -9.7% | +19.1% | -28.8% | -12.1% |
| 3Y | +202.5% | +103.7% | +98.7% | +148.3% |
| 5Y | -55.3% | -50.0% | -5.3% | -60.1% |
| All | -29.6% | +400.5% | -430.1% | -32.5% |
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