-17.7%
AFRM vs SIRI
-43.5%
+25.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +3.1% | +4.3% | -1.2% | +1.2% |
| 30D | -4.2% | -2.8% | -1.4% | -3.1% |
| 3M | +10.1% | +5.9% | +4.2% | +7.1% |
| 6M | +39.4% | +31.9% | +7.5% | +23.2% |
| YTD | -3.2% | +48.7% | -51.8% | -19.2% |
| 1Y | -16.1% | +23.2% | -39.3% | -24.5% |
| 3Y | +220.8% | -23.9% | +244.7% | +234.5% |
| 5Y | -17.7% | -43.4% | +25.7% | +35.6% |
| All | -17.7% | -43.5% | +25.8% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling