-25.9%
AFRM vs GWRE
+9.2%
-35.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.6% |
| 7D | -1.3% | -13.2% | +12.0% | +11.0% |
| 30D | -2.7% | -18.6% | +15.9% | +10.5% |
| 3M | +7.4% | +18.9% | -11.5% | -19.0% |
| 6M | +40.7% | -11.0% | +51.6% | +30.8% |
| YTD | -4.0% | -29.9% | +25.9% | +12.8% |
| 1Y | -12.2% | -44.3% | +32.1% | +33.7% |
| 3Y | +203.1% | +51.7% | +151.4% | -17.1% |
| 5Y | -42.2% | +15.4% | -57.7% | -71.5% |
| All | -25.9% | +9.2% | -35.1% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling