-24.9%
AFRM vs SAN
+416.7%
-441.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.0% |
| 7D | -7.0% | +1.8% | -8.7% | -8.0% |
| 30D | -7.8% | +2.0% | -9.8% | -9.1% |
| 3M | +5.3% | +19.7% | -14.4% | -7.6% |
| 6M | +42.6% | +30.6% | +12.0% | +16.8% |
| YTD | -2.8% | +28.8% | -31.6% | -20.8% |
| 1Y | -19.3% | +57.8% | -77.1% | -44.2% |
| 3Y | +231.0% | +338.1% | -107.2% | -0.1% |
| 5Y | -22.2% | +384.2% | -406.5% | -79.9% |
| All | -24.9% | +416.7% | -441.6% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling