+20.7%
GM vs AFRM
-16.7%
+37.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -0.2% | -4.4% | +4.2% | +0.7% |
| 30D | +3.6% | -7.7% | +11.2% | +5.1% |
| 3M | -0.2% | -16.9% | +16.6% | +2.7% |
| 6M | +13.9% | +2.5% | +11.4% | +12.3% |
| YTD | +6.5% | -12.5% | +19.0% | +6.7% |
| 1Y | +20.7% | -11.0% | +31.7% | +23.4% |
| All | +20.7% | -16.7% | +37.4% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling