+3.3%
AFRM vs SFM
-38.0%
+41.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -2.3% |
| 7D | -7.3% | -1.2% | -6.1% | -7.1% |
| 30D | -9.6% | -24.8% | +15.2% | -10.3% |
| 3M | -11.1% | -43.7% | +32.6% | -13.7% |
| 6M | +3.9% | -37.3% | +41.1% | +2.2% |
| YTD | -8.5% | -38.4% | +29.9% | -6.7% |
| 1Y | +3.3% | -36.9% | +40.2% | +1.1% |
| All | +3.3% | -38.0% | +41.2% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling