-24.9%
AFRM vs GNRC
-27.1%
+2.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -4.4% |
| 7D | -7.0% | +1.9% | -8.9% | -8.4% |
| 30D | -7.8% | -13.8% | +6.0% | +1.9% |
| 3M | +5.3% | -32.6% | +38.0% | +36.3% |
| 6M | +42.6% | -15.2% | +57.8% | +47.2% |
| YTD | -2.8% | +37.4% | -40.2% | -36.9% |
| 1Y | -19.3% | +5.1% | -24.5% | -35.8% |
| 3Y | +231.0% | +57.5% | +173.5% | +73.0% |
| 5Y | -22.2% | -58.7% | +36.5% | +14.9% |
| All | -24.9% | -27.1% | +2.2% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling