+173.7%
AFRM vs SM
-14.2%
+187.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.5% |
| 7D | -7.5% | -22.3% | +14.7% | -2.3% |
| 30D | -15.7% | -21.4% | +5.7% | -11.5% |
| 3M | -9.6% | +1.4% | -10.9% | -12.3% |
| 6M | +6.3% | +0.1% | +6.2% | +0.1% |
| YTD | -8.6% | +59.0% | -67.6% | -33.8% |
| 1Y | -7.6% | +64.3% | -71.9% | -35.1% |
| 3Y | +173.7% | -13.1% | +186.8% | +157.9% |
| All | +173.7% | -14.2% | +187.8% | +157.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling