-50.6%
AFRM vs SM
-10.9%
-39.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.6% |
| 7D | -8.4% | -19.5% | +11.1% | -1.1% |
| 30D | -18.3% | -20.2% | +1.9% | -12.0% |
| 3M | -12.7% | -6.5% | -6.2% | -13.1% |
| 6M | +3.0% | +1.6% | +1.5% | -5.5% |
| YTD | -11.4% | +61.2% | -72.6% | -39.6% |
| 1Y | -13.3% | +65.4% | -78.7% | -42.6% |
| 3Y | +194.0% | -13.0% | +207.1% | +164.6% |
| 5Y | -50.6% | -4.3% | -46.3% | -58.1% |
| All | -50.6% | -10.9% | -39.7% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling