+5.9%
AFRM vs SIMO
+94.5%
-88.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.6% | +14.6% | +5.7% |
| 7D | +3.1% | -16.9% | +20.0% | +4.4% |
| 30D | +1.1% | -35.4% | +36.5% | +4.0% |
| 3M | -3.2% | -31.9% | +28.6% | -1.2% |
| 6M | +12.7% | -19.3% | +32.0% | +12.2% |
| YTD | +1.6% | +98.5% | -96.9% | -16.4% |
| 1Y | +5.9% | +100.5% | -94.7% | -13.4% |
| All | +5.9% | +94.5% | -88.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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