-9.7%
AFRM vs SIMO
+97.3%
-107.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.8% | +2.1% |
| 7D | -10.3% | +0.9% | -11.2% | -10.4% |
| 30D | -13.7% | -25.4% | +11.7% | -12.1% |
| 3M | -11.6% | -17.8% | +6.2% | -11.1% |
| 6M | +2.1% | -29.6% | +31.6% | +2.8% |
| YTD | -8.9% | +100.3% | -109.2% | -25.9% |
| 1Y | -9.7% | +100.4% | -110.1% | -26.6% |
| All | -9.7% | +97.3% | -107.1% | -26.6% |
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