-27.7%
AFRM vs SIMO
+261.5%
-289.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -14.4% | +6.5% | -2.9% |
| 7D | -6.9% | -31.4% | +24.5% | +5.0% |
| 30D | -7.0% | -45.2% | +38.2% | +12.6% |
| 3M | -11.2% | -36.5% | +25.3% | -1.5% |
| 6M | +4.3% | -34.2% | +38.5% | +7.3% |
| YTD | -6.4% | +69.9% | -76.3% | -45.9% |
| 1Y | -2.6% | +60.4% | -63.0% | -41.8% |
| 3Y | +210.6% | +203.1% | +7.4% | +19.5% |
| 5Y | -57.6% | +145.4% | -203.0% | -81.1% |
| All | -27.7% | +261.5% | -289.2% | -74.0% |
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 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