-25.2%
AFRM vs GWW
+241.3%
-266.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +2.4% |
| 7D | +3.1% | -1.5% | +4.6% | +4.4% |
| 30D | -4.2% | +1.1% | -5.3% | -5.8% |
| 3M | +10.1% | -1.0% | +11.1% | +9.5% |
| 6M | +39.4% | +16.3% | +23.1% | +15.5% |
| YTD | -3.2% | +28.5% | -31.7% | -29.0% |
| 1Y | -16.1% | +30.3% | -46.3% | -39.8% |
| 3Y | +220.8% | +91.6% | +129.2% | +40.2% |
| 5Y | -17.7% | +224.0% | -241.6% | -76.1% |
| All | -25.2% | +241.3% | -266.5% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling