-27.7%
AFRM vs SFM
+162.2%
-189.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.1% | -2.7% | -6.6% |
| 7D | -6.9% | +7.5% | -14.4% | -8.6% |
| 30D | -7.0% | -20.8% | +13.9% | -2.7% |
| 3M | -11.2% | -39.4% | +28.2% | -0.9% |
| 6M | +4.3% | -34.5% | +38.7% | +12.9% |
| YTD | -6.4% | -35.2% | +28.8% | +0.2% |
| 1Y | -2.6% | -35.3% | +32.7% | +4.1% |
| 3Y | +210.6% | +23.9% | +186.6% | +172.9% |
| 5Y | -57.6% | +113.8% | -171.4% | -65.8% |
| All | -27.7% | +162.2% | -189.9% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling