+534.9%
GEV vs AFRM
+79.7%
+455.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.3% | +7.2% |
| 7D | -3.8% | -7.5% | +3.7% | -2.1% |
| 30D | -17.4% | -15.7% | -1.7% | -14.0% |
| 3M | -16.2% | -9.6% | -6.6% | -14.8% |
| 6M | -20.2% | +6.3% | -26.5% | -22.5% |
| YTD | +27.2% | -8.6% | +35.8% | +26.1% |
| 1Y | +44.6% | -7.6% | +52.1% | +42.5% |
| All | +534.9% | +79.7% | +455.2% | +402.5% |
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