-19.3%
AFRM vs GWW
+31.2%
-50.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.0% |
| 7D | -7.0% | +1.4% | -8.3% | -7.5% |
| 30D | -7.8% | +3.3% | -11.1% | -9.1% |
| 3M | +5.3% | +2.9% | +2.4% | +2.9% |
| 6M | +42.6% | +15.8% | +26.9% | +28.9% |
| YTD | -2.8% | +32.0% | -34.8% | -17.0% |
| 1Y | -19.3% | +29.9% | -49.2% | -33.8% |
| All | -19.3% | +31.2% | -50.5% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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