-31.6%
AFRM vs SAN
+340.1%
-371.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.6% |
| 7D | -8.4% | +10.8% | -19.1% | -15.1% |
| 30D | -18.3% | -5.7% | -12.5% | -15.1% |
| 3M | -12.7% | -13.4% | +0.7% | -3.8% |
| 6M | +3.0% | +3.5% | -0.5% | -0.3% |
| YTD | -11.4% | +9.7% | -21.1% | -19.5% |
| 1Y | -13.3% | +20.9% | -34.2% | -26.9% |
| 3Y | +194.0% | +254.3% | -60.3% | +3.3% |
| 5Y | -50.6% | +304.2% | -354.8% | -85.6% |
| All | -31.6% | +340.1% | -371.7% | -80.0% |
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 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