+229.9%
AFRM vs GME
+3.8%
+226.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.6% |
| 7D | -7.0% | +7.2% | -14.2% | -8.0% |
| 30D | -7.8% | +0.8% | -8.6% | -7.9% |
| 3M | +5.3% | -14.0% | +19.3% | +7.6% |
| 6M | +42.6% | -19.7% | +62.4% | +46.9% |
| YTD | -2.8% | -4.6% | +1.8% | -2.6% |
| 1Y | -19.3% | -14.3% | -5.0% | -17.9% |
| All | +229.9% | +3.8% | +226.1% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling