-24.9%
AFRM vs GWW
+250.6%
-275.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.5% |
| 7D | -7.0% | +1.4% | -8.3% | -8.5% |
| 30D | -7.8% | +3.3% | -11.1% | -11.2% |
| 3M | +5.3% | +2.9% | +2.4% | +0.6% |
| 6M | +42.6% | +15.8% | +26.9% | +18.9% |
| YTD | -2.8% | +32.0% | -34.8% | -30.7% |
| 1Y | -19.3% | +29.9% | -49.2% | -41.7% |
| 3Y | +231.0% | +91.1% | +139.9% | +46.0% |
| 5Y | -22.2% | +223.9% | -246.2% | -77.9% |
| All | -24.9% | +250.6% | -275.5% | -78.4% |
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