+5.9%
AFRM vs SITM
+47.5%
-41.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.4% | +14.4% | +5.7% |
| 7D | +3.1% | -19.5% | +22.6% | +4.6% |
| 30D | +1.1% | -43.2% | +44.3% | +5.0% |
| 3M | -3.2% | -30.8% | +27.6% | -1.6% |
| 6M | +12.7% | -28.6% | +41.3% | +13.9% |
| YTD | +1.6% | +14.2% | -12.6% | +0.2% |
| 1Y | +5.9% | +44.4% | -38.5% | +5.2% |
| All | +5.9% | +47.5% | -41.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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