-11.0%
AFRM vs SFM
-36.8%
+25.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.1% |
| 7D | -4.4% | +6.0% | -10.5% | -4.2% |
| 30D | -7.7% | -19.5% | +11.8% | -8.8% |
| 3M | -16.9% | -37.0% | +20.2% | -19.9% |
| 6M | +2.5% | -41.0% | +43.5% | -2.5% |
| YTD | -12.5% | -34.6% | +22.1% | -12.6% |
| 1Y | -11.0% | -36.3% | +25.2% | -11.3% |
| All | -11.0% | -36.8% | +25.7% | -11.3% |
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