-29.4%
AFRM vs SIRI
-31.6%
+2.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.5% |
| 7D | -7.5% | +11.4% | -18.9% | -11.9% |
| 30D | -15.7% | +24.2% | -39.9% | -23.5% |
| 3M | -9.6% | +11.1% | -20.7% | -13.9% |
| 6M | +6.3% | +23.9% | -17.6% | -3.7% |
| YTD | -8.6% | +70.0% | -78.6% | -28.3% |
| 1Y | -7.6% | +56.6% | -64.2% | -24.8% |
| 3Y | +173.7% | -21.4% | +195.0% | +184.1% |
| 5Y | -56.9% | -38.3% | -18.6% | -46.5% |
| All | -29.4% | -31.6% | +2.2% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling