-29.3%
AFRM vs SITM
+337.9%
-367.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -4.7% |
| 7D | -8.0% | +3.7% | -11.7% | -9.9% |
| 30D | -9.8% | -14.5% | +4.7% | -4.0% |
| 3M | +4.7% | -10.6% | +15.2% | +1.9% |
| 6M | +34.1% | +65.5% | -31.4% | -12.5% |
| YTD | -8.4% | +67.0% | -75.4% | -44.3% |
| 1Y | -22.9% | +138.6% | -161.5% | -64.9% |
| 3Y | +203.3% | +421.8% | -218.5% | -35.5% |
| 5Y | -26.0% | +172.4% | -198.4% | -76.4% |
| All | -29.3% | +337.9% | -367.2% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling