-41.3%
GLW vs AFRM
+0.5%
-41.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.3% |
| 7D | -13.9% | -7.3% | -6.6% | -11.8% |
| 30D | -35.0% | -9.6% | -25.4% | -32.8% |
| 3M | -32.4% | -11.1% | -21.3% | -30.3% |
| 6M | -41.3% | +3.9% | -45.2% | -43.1% |
| All | -41.3% | +0.5% | -41.8% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling