+497.8%
GE vs AFRM
-25.2%
+522.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +6.3% | -7.5% | +13.8% | +7.1% |
| 30D | +8.9% | -15.7% | +24.6% | +10.6% |
| 3M | -9.2% | -9.6% | +0.4% | -8.6% |
| 6M | +13.2% | +6.3% | +7.0% | +12.0% |
| YTD | +9.4% | -8.6% | +18.0% | +9.1% |
| 1Y | +9.8% | -7.6% | +17.4% | +9.2% |
| 3Y | +278.2% | +173.7% | +104.5% | +226.7% |
| 5Y | +396.0% | -56.9% | +452.9% | +313.4% |
| All | +497.8% | -25.2% | +522.9% | +385.6% |
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