-58.3%
AFRM vs SIMO
+154.7%
-213.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -3.6% |
| 7D | -7.3% | -22.0% | +14.7% | -0.1% |
| 30D | -9.6% | -43.0% | +33.5% | +7.7% |
| 3M | -11.1% | -39.1% | +28.1% | +0.5% |
| 6M | +3.9% | -33.3% | +37.1% | +6.4% |
| YTD | -8.5% | +77.0% | -85.5% | -49.0% |
| 1Y | +3.3% | +73.0% | -69.8% | -41.8% |
| 3Y | +213.7% | +215.7% | -2.0% | +11.6% |
| All | -58.3% | +154.7% | -213.0% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling