-32.4%
AFRM vs SAN
+327.8%
-360.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.6% |
| 7D | -4.4% | +4.0% | -8.4% | -7.3% |
| 30D | -7.7% | -7.8% | +0.2% | -2.6% |
| 3M | -16.9% | -16.4% | -0.5% | -6.0% |
| 6M | +2.5% | +3.5% | -1.0% | -0.8% |
| YTD | -12.5% | +6.7% | -19.2% | -18.9% |
| 1Y | -11.0% | +14.5% | -25.5% | -21.9% |
| 3Y | +184.6% | +243.5% | -58.9% | +2.3% |
| 5Y | -56.3% | +296.2% | -352.5% | -87.0% |
| All | -32.4% | +327.8% | -360.3% | -79.9% |
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