-19.3%
AFRM vs SAN
+58.9%
-78.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -7.0% | +1.8% | -8.7% | -7.7% |
| 30D | -7.8% | +2.0% | -9.8% | -8.7% |
| 3M | +5.3% | +19.7% | -14.4% | -3.5% |
| 6M | +42.6% | +30.6% | +12.0% | +25.2% |
| YTD | -2.8% | +28.8% | -31.6% | -13.8% |
| 1Y | -19.3% | +57.8% | -77.1% | -26.0% |
| All | -19.3% | +58.9% | -78.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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