+356.1%
GLW vs AFRM
+172.4%
+183.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.3% |
| 7D | -5.9% | -7.5% | +1.7% | -5.0% |
| 30D | -26.0% | -15.7% | -10.3% | -24.5% |
| 3M | -29.9% | -9.6% | -20.3% | -29.3% |
| 6M | -37.8% | +6.3% | -44.0% | -38.3% |
| YTD | +33.1% | -8.6% | +41.7% | +33.1% |
| 1Y | +36.8% | -7.6% | +44.4% | +36.5% |
| 3Y | +356.1% | +173.7% | +182.4% | +315.1% |
| All | +356.1% | +172.4% | +183.6% | +315.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling