-29.6%
AFRM vs SAN
+337.3%
-366.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.3% |
| 7D | -10.3% | +3.4% | -13.6% | -12.6% |
| 30D | -13.7% | -6.3% | -7.5% | -10.0% |
| 3M | -11.6% | -14.1% | +2.5% | -2.0% |
| 6M | +2.1% | +4.2% | -2.1% | -1.6% |
| YTD | -8.9% | +9.0% | -17.9% | -16.8% |
| 1Y | -9.7% | +18.8% | -28.5% | -22.8% |
| 3Y | +202.5% | +252.0% | -49.6% | +6.8% |
| 5Y | -55.3% | +299.5% | -354.8% | -86.9% |
| All | -29.6% | +337.3% | -366.9% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling