-13.3%
AFRM vs SAN
+22.7%
-36.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | -8.4% | +10.8% | -19.1% | -13.7% |
| 30D | -18.3% | -5.7% | -12.5% | -15.6% |
| 3M | -12.7% | -13.4% | +0.7% | -5.3% |
| 6M | +3.0% | +3.5% | -0.5% | +1.0% |
| YTD | -11.4% | +9.7% | -21.1% | -17.6% |
| 1Y | -13.3% | +20.9% | -34.2% | -27.0% |
| All | -13.3% | +22.7% | -36.0% | -27.0% |
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