-19.9%
AFRM vs GWRE
-45.4%
+25.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -8.5% | -30.9% | +22.4% | +0.9% |
| 30D | -11.4% | -20.7% | +9.3% | -6.6% |
| 3M | +8.2% | +20.2% | -11.9% | -2.3% |
| 6M | +36.6% | -11.9% | +48.5% | +37.6% |
| YTD | -8.7% | -30.3% | +21.7% | +6.8% |
| 1Y | -19.9% | -44.6% | +24.7% | +11.2% |
| All | -19.9% | -45.4% | +25.5% | +11.2% |
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