-26.0%
AFRM vs GWRE
+15.9%
-41.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.0% | -0.5% | -1.3% |
| 7D | -8.0% | -26.2% | +18.2% | +14.6% |
| 30D | -9.8% | -17.8% | +8.0% | +1.4% |
| 3M | +4.7% | +14.2% | -9.6% | -17.7% |
| 6M | +34.1% | -12.9% | +47.0% | +28.3% |
| YTD | -8.4% | -29.2% | +20.8% | +7.1% |
| 1Y | -22.9% | -44.4% | +21.5% | +18.5% |
| 3Y | +203.3% | +51.1% | +152.2% | -20.0% |
| 5Y | -26.0% | +16.5% | -42.5% | -57.3% |
| All | -26.0% | +15.9% | -41.9% | -57.3% |
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