-29.3%
AFRM vs GRMN
+163.6%
-192.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.9% |
| 7D | -7.3% | +4.7% | -12.0% | -11.9% |
| 30D | -9.6% | +3.4% | -13.0% | -13.7% |
| 3M | -11.1% | -5.0% | -6.0% | -7.1% |
| 6M | +3.9% | +18.6% | -14.7% | -19.4% |
| YTD | -8.5% | +42.5% | -51.0% | -45.0% |
| 1Y | +3.3% | +42.3% | -39.1% | -37.9% |
| 3Y | +213.7% | +158.5% | +55.3% | -43.4% |
| 5Y | -58.5% | +123.6% | -182.1% | -90.3% |
| All | -29.3% | +163.6% | -192.9% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling