-29.4%
AFRM vs SM
+209.8%
-239.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.7% |
| 7D | -7.5% | -22.3% | +14.7% | -0.9% |
| 30D | -15.7% | -21.4% | +5.7% | -10.3% |
| 3M | -9.6% | +1.4% | -10.9% | -12.2% |
| 6M | +6.3% | +0.1% | +6.2% | +0.6% |
| YTD | -8.6% | +59.0% | -67.6% | -29.9% |
| 1Y | -7.6% | +64.3% | -71.9% | -30.7% |
| 3Y | +173.7% | -13.1% | +186.8% | +156.9% |
| 5Y | -56.9% | -13.9% | -43.0% | -59.4% |
| All | -29.4% | +209.8% | -239.2% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling