-29.3%
AFRM vs SIRI
-40.7%
+11.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -5.1% |
| 7D | -8.0% | -3.9% | -4.1% | -6.4% |
| 30D | -9.8% | -0.8% | -8.9% | -9.5% |
| 3M | +4.7% | +4.3% | +0.4% | +2.5% |
| 6M | +34.1% | +34.1% | +0.1% | +17.6% |
| YTD | -8.4% | +47.3% | -55.8% | -23.4% |
| 1Y | -22.9% | +22.9% | -45.8% | -30.7% |
| 3Y | +203.3% | -24.6% | +227.9% | +217.3% |
| 5Y | -26.0% | -43.2% | +17.2% | -4.4% |
| All | -29.3% | -40.7% | +11.4% | -7.2% |
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