-24.9%
AFRM vs GME
+275.3%
-300.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.6% |
| 7D | -7.0% | +7.2% | -14.2% | -7.8% |
| 30D | -7.8% | +0.8% | -8.6% | -7.9% |
| 3M | +5.3% | -14.0% | +19.3% | +7.0% |
| 6M | +42.6% | -19.7% | +62.4% | +45.9% |
| YTD | -2.8% | -4.6% | +1.8% | -2.7% |
| 1Y | -19.3% | -14.3% | -5.0% | -18.2% |
| 3Y | +231.0% | +4.0% | +227.0% | +193.3% |
| 5Y | -22.2% | -62.2% | +40.0% | -28.1% |
| All | -24.9% | +275.3% | -300.2% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling