+606.9%
GEV vs AFRM
+79.6%
+527.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -1.9% | -8.5% | +6.6% | +0.3% |
| 30D | -8.7% | -11.4% | +2.7% | -6.3% |
| 3M | +6.6% | +8.2% | -1.6% | +3.7% |
| 6M | +10.2% | +36.6% | -26.4% | +0.1% |
| YTD | +41.6% | -8.7% | +50.3% | +41.2% |
| 1Y | +43.9% | -19.9% | +63.8% | +47.1% |
| All | +606.9% | +79.6% | +527.3% | +462.4% |
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