-3.9%
GLD vs AFRM
-11.9%
+8.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.4% |
| 7D | -2.0% | -10.3% | +8.3% | -0.9% |
| 30D | -4.4% | -13.7% | +9.3% | -3.1% |
| 3M | -8.9% | -11.6% | +2.6% | -8.1% |
| 6M | -16.0% | +2.1% | -18.1% | -16.3% |
| YTD | -7.9% | -8.9% | +1.0% | -8.2% |
| 1Y | -3.9% | -9.7% | +5.8% | -3.5% |
| All | -3.9% | -11.9% | +8.1% | -3.5% |
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 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