+270.8%
GLW vs AFRM
-27.6%
+298.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.5% |
| 7D | +15.5% | -5.5% | +21.0% | +16.2% |
| 30D | -19.6% | -15.5% | -4.1% | -18.3% |
| 3M | -28.5% | -10.3% | -18.2% | -28.0% |
| 6M | -39.5% | +0.6% | -40.1% | -39.7% |
| YTD | +37.2% | -11.5% | +48.7% | +37.4% |
| 1Y | +35.4% | -16.6% | +52.0% | +36.2% |
| 3Y | +359.7% | +193.5% | +166.2% | +296.2% |
| 5Y | +244.0% | -55.8% | +299.8% | +188.9% |
| All | +270.8% | -27.6% | +298.4% | +207.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling