+221.8%
AFRM vs SITM
+395.0%
-173.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.2% | -4.7% |
| 7D | -7.0% | +9.7% | -16.7% | -9.7% |
| 30D | -7.8% | +12.7% | -20.5% | -13.8% |
| 3M | +5.3% | -13.4% | +18.7% | +5.6% |
| 6M | +42.6% | +59.6% | -17.0% | +9.4% |
| YTD | -2.8% | +73.3% | -76.1% | -30.3% |
| 1Y | -19.3% | +165.5% | -184.9% | -54.6% |
| All | +221.8% | +395.0% | -173.2% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling