-20.9%
AFRM vs GME
-62.8%
+41.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | -7.0% | +7.2% | -14.2% | -9.1% |
| 30D | -7.8% | +0.8% | -8.6% | -8.1% |
| 3M | +5.3% | -14.0% | +19.3% | +9.9% |
| 6M | +42.6% | -19.7% | +62.4% | +51.1% |
| YTD | -2.8% | -4.6% | +1.8% | -2.9% |
| 1Y | -19.3% | -14.3% | -5.0% | -16.8% |
| 3Y | +231.0% | +4.0% | +227.0% | +76.1% |
| All | -20.9% | -62.8% | +41.9% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling