-16.1%
AFRM vs SITM
+150.1%
-166.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | -0.2% |
| 7D | +3.1% | +8.4% | -5.3% | +2.3% |
| 30D | -4.2% | -17.4% | +13.2% | -2.8% |
| 3M | +10.1% | -9.8% | +19.9% | +9.6% |
| 6M | +39.4% | +83.0% | -43.5% | +29.6% |
| YTD | -3.2% | +69.6% | -72.7% | -10.9% |
| 1Y | -16.1% | +144.9% | -161.0% | -25.8% |
| All | -16.1% | +150.1% | -166.2% | -25.8% |
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