+196.5%
AFRM vs GNRC
+89.5%
+107.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.7% | -3.9% | -0.2% |
| 7D | -10.3% | +2.5% | -12.7% | -11.4% |
| 30D | -13.7% | -11.2% | -2.6% | -9.6% |
| 3M | -11.6% | -10.1% | -1.4% | -9.1% |
| 6M | +2.1% | -28.5% | +30.6% | +15.1% |
| YTD | -8.9% | +42.3% | -51.1% | -38.2% |
| 1Y | -9.7% | +22.8% | -32.6% | -32.4% |
| All | +196.5% | +89.5% | +107.0% | +30.7% |
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