+273.7%
GE vs AFRM
+167.0%
+106.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.1% |
| 7D | +5.4% | -8.4% | +13.7% | +6.5% |
| 30D | +9.6% | -18.3% | +27.9% | +12.3% |
| 3M | -7.7% | -12.7% | +5.0% | -6.5% |
| 6M | +14.0% | +3.0% | +11.0% | +12.9% |
| YTD | +10.2% | -11.4% | +21.6% | +10.1% |
| 1Y | +8.9% | -13.3% | +22.2% | +8.9% |
| 3Y | +273.7% | +194.0% | +79.6% | +243.1% |
| All | +273.7% | +167.0% | +106.6% | +243.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling