+307.7%
GLW vs AFRM
+203.8%
+103.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.9% |
| 7D | -13.9% | -7.3% | -6.6% | -13.1% |
| 30D | -35.0% | -9.6% | -25.4% | -34.2% |
| 3M | -32.4% | -11.1% | -21.3% | -31.7% |
| 6M | -41.3% | +3.9% | -45.2% | -41.8% |
| YTD | +21.8% | -8.5% | +30.3% | +21.8% |
| 1Y | +21.8% | +3.3% | +18.6% | +20.0% |
| 3Y | +307.7% | +213.7% | +93.9% | +274.4% |
| All | +307.7% | +203.8% | +103.9% | +274.4% |
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