+189.1%
AFRM vs GNRC
+61.2%
+128.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.4% |
| 7D | -8.0% | +3.2% | -11.2% | -9.5% |
| 30D | -9.8% | -9.5% | -0.3% | -5.7% |
| 3M | +4.7% | -28.5% | +33.2% | +21.3% |
| 6M | +34.1% | -10.0% | +44.1% | +32.6% |
| YTD | -8.4% | +36.7% | -45.2% | -34.9% |
| 1Y | -22.9% | +2.6% | -25.5% | -33.4% |
| All | +189.1% | +61.2% | +128.0% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling