+229.9%
AFRM vs SBAC
-8.8%
+238.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | -7.0% | -0.8% | -6.2% | -6.8% |
| 30D | -7.8% | +6.9% | -14.7% | -8.9% |
| 3M | +5.3% | -8.2% | +13.5% | +6.8% |
| 6M | +42.6% | -1.6% | +44.3% | +41.6% |
| YTD | -2.8% | -0.1% | -2.7% | -4.3% |
| 1Y | -19.3% | -0.5% | -18.8% | -20.6% |
| All | +229.9% | -8.8% | +238.8% | +216.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling