-29.6%
AFRM vs SIRI
-32.4%
+2.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | -10.3% | -2.6% | -7.6% | -9.2% |
| 30D | -13.7% | +22.2% | -35.9% | -21.1% |
| 3M | -11.6% | +14.1% | -25.6% | -16.7% |
| 6M | +2.1% | +22.5% | -20.4% | -7.0% |
| YTD | -8.9% | +67.9% | -76.7% | -28.1% |
| 1Y | -9.7% | +54.6% | -64.3% | -26.1% |
| 3Y | +202.5% | -21.3% | +223.8% | +213.7% |
| 5Y | -55.3% | -40.4% | -14.9% | -43.9% |
| All | -29.6% | -32.4% | +2.8% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling