+378.8%
GLW vs AFRM
-20.4%
+399.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +5.9% |
| 7D | +3.8% | -7.0% | +10.7% | +4.4% |
| 30D | -1.3% | -7.8% | +6.5% | -0.8% |
| 3M | -21.8% | +5.3% | -27.1% | -22.3% |
| 6M | +6.9% | +42.6% | -35.8% | +3.0% |
| YTD | +77.2% | -2.8% | +79.9% | +76.0% |
| 1Y | +123.2% | -19.3% | +142.6% | +124.6% |
| 3Y | +400.0% | +231.0% | +169.0% | +323.8% |
| 5Y | +342.8% | -22.2% | +365.1% | +267.0% |
| All | +378.8% | -20.4% | +399.2% | +293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling