-58.3%
AFRM vs SFM
+105.4%
-163.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.0% |
| 7D | -7.3% | -1.2% | -6.1% | -7.1% |
| 30D | -9.6% | -24.8% | +15.2% | -4.0% |
| 3M | -11.1% | -43.7% | +32.6% | +1.8% |
| 6M | +3.9% | -37.3% | +41.1% | +14.0% |
| YTD | -8.5% | -38.4% | +29.9% | -0.6% |
| 1Y | +3.3% | -36.9% | +40.2% | +11.0% |
| 3Y | +213.7% | +20.7% | +193.1% | +167.9% |
| All | -58.3% | +105.4% | -163.7% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling