-24.9%
AFRM vs SIMO
+492.7%
-517.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.7% | -11.3% | -5.8% |
| 7D | -7.0% | +4.2% | -11.2% | -8.6% |
| 30D | -7.8% | +4.1% | -11.9% | -10.9% |
| 3M | +5.3% | -12.9% | +18.2% | +5.1% |
| 6M | +42.6% | +110.3% | -67.7% | -12.2% |
| YTD | -2.8% | +178.6% | -181.4% | -51.0% |
| 1Y | -19.3% | +220.0% | -239.3% | -63.0% |
| 3Y | +231.0% | +409.0% | -178.1% | +9.8% |
| 5Y | -22.2% | +277.3% | -299.6% | -69.1% |
| All | -24.9% | +492.7% | -517.6% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling