-29.3%
AFRM vs SITM
+209.5%
-238.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +17.4% | -19.7% | -10.7% |
| 7D | -7.3% | -6.7% | -0.6% | -6.1% |
| 30D | -9.6% | -37.3% | +27.8% | +10.2% |
| 3M | -11.1% | -39.4% | +28.3% | +6.7% |
| 6M | +3.9% | -33.1% | +37.0% | +6.5% |
| YTD | -8.5% | +18.0% | -26.5% | -37.0% |
| 1Y | +3.3% | +22.7% | -19.4% | -31.6% |
| 3Y | +213.7% | +283.8% | -70.1% | -27.4% |
| 5Y | -58.5% | +45.0% | -103.6% | -83.2% |
| All | -29.3% | +209.5% | -238.9% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling