-19.3%
AFRM vs SIRI
+28.3%
-47.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.7% |
| 7D | -7.0% | +1.6% | -8.5% | -7.5% |
| 30D | -7.8% | -4.7% | -3.1% | -6.4% |
| 3M | +5.3% | +5.3% | 0.0% | +3.0% |
| 6M | +42.6% | +30.5% | +12.1% | +32.0% |
| YTD | -2.8% | +49.6% | -52.4% | -11.7% |
| 1Y | -19.3% | +28.5% | -47.8% | -28.4% |
| All | -19.3% | +28.3% | -47.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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