+254.6%
GLW vs AFRM
-58.9%
+313.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.6% | +7.1% |
| 7D | +1.4% | -10.3% | +11.7% | +2.8% |
| 30D | -18.2% | -13.7% | -4.5% | -16.8% |
| 3M | -24.2% | -11.6% | -12.6% | -23.4% |
| 6M | -41.7% | +2.1% | -43.8% | -42.1% |
| YTD | +38.3% | -8.9% | +47.2% | +38.0% |
| 1Y | +38.2% | -9.7% | +47.9% | +37.9% |
| 3Y | +363.4% | +202.5% | +160.9% | +282.6% |
| 5Y | +254.6% | -55.3% | +309.9% | +190.3% |
| All | +254.6% | -58.9% | +313.5% | +190.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling