+221.0%
GLW vs AFRM
-23.4%
+244.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.8% | -5.1% | -12.2% |
| 7D | -19.7% | -6.9% | -12.8% | -19.2% |
| 30D | -38.8% | -7.0% | -31.8% | -38.4% |
| 3M | -33.9% | -11.2% | -22.6% | -33.4% |
| 6M | -36.0% | +4.3% | -40.2% | -36.5% |
| YTD | +18.7% | -6.4% | +25.2% | +18.3% |
| 1Y | +19.8% | -2.6% | +22.4% | +18.6% |
| 3Y | +294.3% | +210.6% | +83.7% | +237.4% |
| 5Y | +205.7% | -57.6% | +263.3% | +155.5% |
| All | +221.0% | -23.4% | +244.3% | +164.4% |
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 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