-24.9%
AFRM vs SITM
+354.4%
-379.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.2% | -5.9% |
| 7D | -7.0% | +9.7% | -16.7% | -11.4% |
| 30D | -7.8% | +12.7% | -20.5% | -17.5% |
| 3M | +5.3% | -13.4% | +18.7% | +4.3% |
| 6M | +42.6% | +59.6% | -17.0% | -5.8% |
| YTD | -2.8% | +73.3% | -76.1% | -42.0% |
| 1Y | -19.3% | +165.5% | -184.9% | -65.5% |
| 3Y | +231.0% | +368.7% | -137.7% | -23.9% |
| 5Y | -22.2% | +172.5% | -194.7% | -75.3% |
| All | -24.9% | +354.4% | -379.4% | -81.1% |
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