-29.3%
AFRM vs SIMO
+276.5%
-305.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -3.7% |
| 7D | -7.3% | -22.0% | +14.7% | 0.0% |
| 30D | -9.6% | -43.0% | +33.5% | +7.9% |
| 3M | -11.1% | -39.1% | +28.1% | +0.6% |
| 6M | +3.9% | -33.3% | +37.1% | +6.6% |
| YTD | -8.5% | +77.0% | -85.5% | -47.8% |
| 1Y | +3.3% | +73.0% | -69.8% | -40.5% |
| 3Y | +213.7% | +215.7% | -2.0% | +19.0% |
| 5Y | -58.5% | +155.6% | -214.2% | -81.8% |
| All | -29.3% | +276.5% | -305.8% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling