-9.7%
AFRM vs SBAC
-2.9%
-6.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | -10.3% | -2.8% | -7.5% | -10.2% |
| 30D | -13.7% | +3.1% | -16.8% | -13.7% |
| 3M | -11.6% | +5.1% | -16.7% | -11.8% |
| 6M | +2.1% | -11.4% | +13.5% | +0.8% |
| YTD | -8.9% | +0.2% | -9.0% | -11.8% |
| 1Y | -9.7% | -3.9% | -5.8% | -9.5% |
| All | -9.7% | -2.9% | -6.8% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling