+475.8%
GE vs AFRM
-25.1%
+500.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.9% |
| 7D | +7.1% | -7.3% | +14.4% | +7.9% |
| 30D | +6.5% | -9.6% | +16.0% | +7.4% |
| 3M | -13.6% | -11.1% | -2.5% | -12.8% |
| 6M | +6.0% | +3.9% | +2.1% | +5.1% |
| YTD | +5.4% | -8.5% | +13.9% | +5.1% |
| 1Y | +6.5% | +3.3% | +3.2% | +4.7% |
| 3Y | +268.6% | +213.7% | +54.9% | +214.3% |
| 5Y | +389.0% | -58.5% | +447.6% | +307.6% |
| All | +475.8% | -25.1% | +500.9% | +367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling