+139.3%
GS vs AFRM
-58.9%
+198.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | 0.0% |
| 7D | -3.2% | -7.3% | +4.1% | -2.2% |
| 30D | -2.4% | -9.6% | +7.1% | -1.1% |
| 3M | -15.7% | -11.1% | -4.7% | -14.7% |
| 6M | -6.8% | +3.9% | -10.6% | -7.9% |
| YTD | -0.1% | -8.5% | +8.4% | -0.2% |
| 1Y | +12.1% | +3.3% | +8.8% | +9.8% |
| 3Y | +185.8% | +213.7% | -27.9% | +134.4% |
| All | +139.3% | -58.9% | +198.2% | +104.1% |
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 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