+213.7%
AFRM vs GRMN
+160.2%
+53.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -7.3% | +4.7% | -12.0% | -9.9% |
| 30D | -9.6% | +3.4% | -13.0% | -11.8% |
| 3M | -11.1% | -5.0% | -6.0% | -8.6% |
| 6M | +3.9% | +18.6% | -14.7% | -9.0% |
| YTD | -8.5% | +42.5% | -51.0% | -30.4% |
| 1Y | +3.3% | +42.3% | -39.1% | -21.3% |
| 3Y | +213.7% | +158.5% | +55.3% | +97.6% |
| All | +213.7% | +160.2% | +53.5% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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