+495.7%
GE vs AFRM
-20.7%
+516.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.2% | +3.1% | -1.9% | +0.8% |
| 30D | -9.5% | -4.2% | -5.3% | -9.2% |
| 3M | +4.1% | +10.1% | -6.0% | +2.9% |
| 6M | +3.9% | +39.4% | -35.5% | +0.1% |
| YTD | +9.0% | -3.2% | +12.2% | +8.3% |
| 1Y | +21.9% | -16.1% | +38.0% | +22.2% |
| 3Y | +281.8% | +220.8% | +61.0% | +223.8% |
| 5Y | +436.7% | -17.7% | +454.4% | +342.0% |
| All | +495.7% | -20.7% | +516.4% | +382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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