-32.4%
AFRM vs SFM
+164.6%
-197.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.4% |
| 7D | -4.4% | +6.0% | -10.5% | -5.8% |
| 30D | -7.7% | -19.5% | +11.8% | -3.8% |
| 3M | -16.9% | -37.0% | +20.2% | -8.0% |
| 6M | +2.5% | -41.0% | +43.5% | +14.5% |
| YTD | -12.5% | -34.6% | +22.1% | -6.6% |
| 1Y | -11.0% | -36.3% | +25.2% | -4.4% |
| 3Y | +184.6% | +24.5% | +160.0% | +149.6% |
| 5Y | -56.3% | +115.9% | -172.2% | -64.9% |
| All | -32.4% | +164.6% | -197.0% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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