+213.7%
AFRM vs SBAC
-10.4%
+224.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -7.3% | +1.2% | -8.5% | -7.4% |
| 30D | -9.6% | +11.2% | -20.7% | -10.4% |
| 3M | -11.1% | +4.5% | -15.5% | -11.5% |
| 6M | +3.9% | -12.2% | +16.0% | +4.6% |
| YTD | -8.5% | -0.1% | -8.4% | -9.4% |
| 1Y | +3.3% | -0.3% | +3.5% | +2.3% |
| 3Y | +213.7% | -8.7% | +222.5% | +210.8% |
| All | +213.7% | -10.4% | +224.1% | +210.8% |
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