+82.8%
GM vs AFRM
-21.7%
+104.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +0.4% | +3.1% | -2.7% | -0.1% |
| 30D | -1.8% | -4.2% | +2.4% | -1.3% |
| 3M | +2.6% | +10.1% | -7.5% | +0.6% |
| 6M | +14.6% | +39.4% | -24.9% | +7.7% |
| YTD | +6.2% | -3.2% | +9.4% | +5.1% |
| 1Y | +48.7% | -16.1% | +64.7% | +49.1% |
| 3Y | +168.3% | +220.8% | -52.5% | +100.4% |
| 5Y | +82.8% | -17.7% | +100.4% | +34.2% |
| All | +82.8% | -21.7% | +104.5% | +34.2% |
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