-56.0%
AFRM vs GWRE
+26.4%
-82.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.2% |
| 7D | -4.4% | -2.0% | -2.4% | -2.9% |
| 30D | -7.7% | -4.1% | -3.6% | -6.0% |
| 3M | -16.9% | -13.4% | -3.5% | -12.9% |
| 6M | +2.5% | +26.0% | -23.5% | -31.0% |
| YTD | -12.5% | -21.3% | +8.8% | -8.7% |
| 1Y | -11.0% | -27.5% | +16.5% | +1.3% |
| 3Y | +184.6% | +72.7% | +111.9% | -34.9% |
| All | -56.0% | +26.4% | -82.4% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling