+42.6%
GEV vs AFRM
-13.2%
+55.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.8% |
| 7D | +6.2% | -5.5% | +11.7% | +7.3% |
| 30D | -18.4% | -15.5% | -3.0% | -15.9% |
| 3M | -21.2% | -10.3% | -10.9% | -20.0% |
| 6M | -23.6% | +0.6% | -24.2% | -24.3% |
| YTD | +25.5% | -11.5% | +37.1% | +28.6% |
| 1Y | +42.6% | -16.6% | +59.2% | +56.0% |
| All | +42.6% | -13.2% | +55.8% | +56.0% |
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