-20.9%
AFRM vs SM
+107.8%
-128.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.6% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -7.8% | +26.3% | -34.1% | -16.7% |
| 3M | +5.3% | +8.7% | -3.4% | -1.4% |
| 6M | +42.6% | +51.7% | -9.0% | +9.7% |
| YTD | -2.8% | +99.0% | -101.8% | -36.2% |
| 1Y | -19.3% | +34.6% | -53.9% | -36.5% |
| 3Y | +231.0% | -7.8% | +238.7% | +204.0% |
| All | -20.9% | +107.8% | -128.8% | -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 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