+229.9%
AFRM vs SFM
+108.0%
+121.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.4% |
| 7D | -7.0% | -0.1% | -6.9% | -7.0% |
| 30D | -7.8% | -4.4% | -3.4% | -7.0% |
| 3M | +5.3% | +1.5% | +3.8% | +3.9% |
| 6M | +42.6% | +6.5% | +36.2% | +36.1% |
| YTD | -2.8% | +2.2% | -5.0% | -6.3% |
| 1Y | -19.3% | -41.9% | +22.6% | -1.1% |
| All | +229.9% | +108.0% | +121.9% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling