-58.3%
AFRM vs SBAC
-40.3%
-18.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.0% |
| 7D | -7.3% | +1.2% | -8.5% | -8.0% |
| 30D | -9.6% | +11.2% | -20.7% | -16.0% |
| 3M | -11.1% | +4.5% | -15.5% | -14.0% |
| 6M | +3.9% | -12.2% | +16.0% | +11.1% |
| YTD | -8.5% | -0.1% | -8.4% | -14.9% |
| 1Y | +3.3% | -0.3% | +3.5% | -4.1% |
| 3Y | +213.7% | -8.7% | +222.5% | +173.7% |
| All | -58.3% | -40.3% | -18.0% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling