-2.8%
GLD vs AFRM
-14.4%
+11.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.4% |
| 7D | +2.8% | -8.4% | +11.2% | +3.7% |
| 30D | -4.0% | -18.3% | +14.3% | -2.1% |
| 3M | -8.2% | -12.7% | +4.5% | -7.3% |
| 6M | -14.8% | +3.0% | -17.9% | -15.0% |
| YTD | -6.8% | -11.4% | +4.6% | -6.9% |
| All | -2.8% | -14.4% | +11.6% | -2.1% |
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