-58.3%
AFRM vs SITM
+42.2%
-100.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +17.4% | -19.7% | -10.9% |
| 7D | -7.3% | -6.7% | -0.6% | -6.1% |
| 30D | -9.6% | -37.3% | +27.8% | +10.7% |
| 3M | -11.1% | -39.4% | +28.3% | +7.0% |
| 6M | +3.9% | -33.1% | +37.0% | +6.2% |
| YTD | -8.5% | +18.0% | -26.5% | -38.3% |
| 1Y | +3.3% | +22.7% | -19.4% | -33.2% |
| 3Y | +213.7% | +283.8% | -70.1% | -36.6% |
| All | -58.3% | +42.2% | -100.5% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling