+62.2%
GEV vs AFRM
-17.6%
+79.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +8.1% | +3.1% | +5.0% | +7.5% |
| 30D | -1.9% | -4.2% | +2.3% | -1.4% |
| 3M | +4.1% | +10.1% | -6.0% | +1.6% |
| 6M | +23.2% | +39.4% | -16.2% | +14.3% |
| YTD | +48.9% | -3.2% | +52.0% | +48.6% |
| 1Y | +62.2% | -16.1% | +78.3% | +60.8% |
| All | +62.2% | -17.6% | +79.8% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling