-11.0%
AFRM vs GNRC
+18.7%
-29.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -4.4% | +7.9% | -12.3% | -5.5% |
| 30D | -7.7% | -3.7% | -4.0% | -7.5% |
| 3M | -16.9% | -11.9% | -4.9% | -15.5% |
| 6M | +2.5% | -28.6% | +31.1% | +6.4% |
| YTD | -12.5% | +39.9% | -52.4% | -17.0% |
| 1Y | -11.0% | +23.4% | -34.4% | -13.3% |
| All | -11.0% | +18.7% | -29.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling