-29.4%
AFRM vs SAN
+336.6%
-366.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.3% | -4.5% |
| 7D | -7.5% | +8.7% | -16.3% | -13.1% |
| 30D | -15.7% | -6.5% | -9.2% | -11.9% |
| 3M | -9.6% | -14.2% | +4.6% | +0.3% |
| 6M | +6.3% | +2.7% | +3.6% | +3.4% |
| YTD | -8.6% | +8.9% | -17.5% | -16.4% |
| 1Y | -7.6% | +23.4% | -31.0% | -23.2% |
| 3Y | +173.7% | +257.9% | -84.3% | -4.9% |
| 5Y | -56.9% | +297.8% | -354.6% | -87.3% |
| All | -29.4% | +336.6% | -366.0% | -79.3% |
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