-29.4%
AFRM vs GWW
+283.9%
-313.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.8% |
| 7D | -7.5% | +5.3% | -12.8% | -12.2% |
| 30D | -15.7% | +12.4% | -28.1% | -25.3% |
| 3M | -9.6% | +13.7% | -23.3% | -21.3% |
| 6M | +6.3% | +18.0% | -11.7% | -12.5% |
| YTD | -8.6% | +44.6% | -53.2% | -40.7% |
| 1Y | -7.6% | +53.1% | -60.7% | -44.2% |
| 3Y | +173.7% | +90.2% | +83.4% | +23.7% |
| 5Y | -56.9% | +215.0% | -271.9% | -88.4% |
| All | -29.4% | +283.9% | -313.3% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling