+116.6%
GLD vs AFRM
-23.4%
+139.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.7% | +0.9% |
| 7D | +1.9% | -6.9% | +8.8% | +2.0% |
| 30D | -1.8% | -7.0% | +5.2% | -1.7% |
| 3M | -3.6% | -11.2% | +7.6% | -3.5% |
| 6M | -10.2% | +4.3% | -14.5% | -10.3% |
| YTD | -5.3% | -6.4% | +1.2% | -5.3% |
| 1Y | +2.5% | -2.6% | +5.1% | +2.3% |
| 3Y | +103.2% | +210.6% | -107.4% | +99.9% |
| 5Y | +121.1% | -57.6% | +178.7% | +118.9% |
| All | +116.6% | -23.4% | +139.9% | +115.1% |
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 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