+184.6%
AFRM vs GWW
+93.2%
+91.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.5% |
| 7D | -4.4% | +3.6% | -8.0% | -6.9% |
| 30D | -7.7% | +12.1% | -19.8% | -15.0% |
| 3M | -16.9% | +12.9% | -29.8% | -24.1% |
| 6M | +2.5% | +19.3% | -16.8% | -11.4% |
| YTD | -12.5% | +48.7% | -61.2% | -37.9% |
| 1Y | -11.0% | +60.5% | -71.5% | -41.3% |
| 3Y | +184.6% | +93.3% | +91.3% | +109.7% |
| All | +184.6% | +93.2% | +91.3% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling