-27.7%
AFRM vs SAN
+320.8%
-348.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.5% |
| 7D | -6.9% | +3.5% | -10.4% | -9.2% |
| 30D | -7.0% | -13.2% | +6.2% | +2.7% |
| 3M | -11.2% | -16.9% | +5.7% | +1.1% |
| 6M | +4.3% | +2.3% | +1.9% | +1.7% |
| YTD | -6.4% | +4.9% | -11.3% | -11.9% |
| 1Y | -2.6% | +20.4% | -23.0% | -17.5% |
| 3Y | +210.6% | +243.2% | -32.6% | +11.7% |
| 5Y | -57.6% | +275.3% | -332.9% | -87.1% |
| All | -27.7% | +320.8% | -348.5% | -78.2% |
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