-32.4%
AFRM vs SBAC
-19.9%
-12.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -2.1% |
| 7D | -4.4% | +0.6% | -5.0% | -4.8% |
| 30D | -7.7% | +5.5% | -13.1% | -11.0% |
| 3M | -16.9% | +3.1% | -19.9% | -18.8% |
| 6M | +2.5% | -7.0% | +9.5% | +5.0% |
| YTD | -12.5% | +0.5% | -13.0% | -18.6% |
| 1Y | -11.0% | +0.2% | -11.3% | -17.4% |
| 3Y | +184.6% | -7.4% | +191.9% | +149.4% |
| 5Y | -56.3% | -39.7% | -16.6% | -32.3% |
| All | -32.4% | -19.9% | -12.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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