-11.0%
AFRM vs SIMO
+90.9%
-101.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.6% |
| 7D | -4.4% | +4.1% | -8.5% | -4.7% |
| 30D | -7.7% | -24.0% | +16.3% | -6.1% |
| 3M | -16.9% | -31.8% | +14.9% | -15.2% |
| 6M | +2.5% | -36.9% | +39.4% | +4.1% |
| YTD | -12.5% | +84.8% | -97.3% | -26.8% |
| 1Y | -11.0% | +99.0% | -110.0% | -29.4% |
| All | -11.0% | +90.9% | -101.9% | -29.4% |
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