-58.3%
AFRM vs GME
-52.7%
-5.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.2% | -3.5% |
| 7D | -7.3% | +3.7% | -11.0% | -8.3% |
| 30D | -9.6% | +2.2% | -11.8% | -10.2% |
| 3M | -11.1% | +30.6% | -41.7% | -18.7% |
| 6M | +3.9% | -0.2% | +4.1% | +2.6% |
| YTD | -8.5% | +25.1% | -33.6% | -16.5% |
| 1Y | +3.3% | +17.7% | -14.4% | -4.0% |
| 3Y | +213.7% | +85.7% | +128.1% | +23.9% |
| All | -58.3% | -52.7% | -5.6% | -74.5% |
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 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