-19.3%
AFRM vs GWRE
-25.4%
+6.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -19.9% | +17.3% | +2.1% |
| 7D | -7.0% | -21.1% | +14.1% | -2.1% |
| 30D | -7.8% | +1.3% | -9.1% | -9.1% |
| 3M | +5.3% | +7.4% | -2.1% | +1.4% |
| 6M | +42.6% | +5.6% | +37.0% | +36.1% |
| YTD | -2.8% | -19.2% | +16.4% | -3.5% |
| 1Y | -19.3% | -25.1% | +5.8% | -17.7% |
| All | -19.3% | -25.4% | +6.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling