-10.6%
AFRM vs GWW
+53.3%
-63.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -7.5% | +5.3% | -12.8% | -9.0% |
| 30D | -15.7% | +12.4% | -28.1% | -18.9% |
| 3M | -9.6% | +13.7% | -23.3% | -13.6% |
| 6M | +6.3% | +18.0% | -11.7% | -1.4% |
| YTD | -8.6% | +44.6% | -53.2% | -21.7% |
| All | -10.6% | +53.3% | -63.9% | -26.8% |
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