+620.7%
GEV vs AFRM
+91.1%
+529.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.7% |
| 7D | +3.3% | -7.0% | +10.2% | +5.1% |
| 30D | -7.5% | -7.8% | +0.3% | -5.9% |
| 3M | -2.2% | +5.3% | -7.5% | -4.2% |
| 6M | +12.1% | +42.6% | -30.6% | +0.7% |
| YTD | +44.4% | -2.8% | +47.2% | +41.8% |
| 1Y | +57.7% | -19.3% | +77.0% | +60.9% |
| All | +620.7% | +91.1% | +529.6% | +464.7% |
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