-24.9%
AFRM vs SM
+287.9%
-312.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.8% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -7.8% | +26.3% | -34.1% | -14.9% |
| 3M | +5.3% | +8.7% | -3.4% | +0.1% |
| 6M | +42.6% | +51.7% | -9.0% | +16.8% |
| YTD | -2.8% | +99.0% | -101.8% | -29.3% |
| 1Y | -19.3% | +34.6% | -53.9% | -32.7% |
| 3Y | +231.0% | -7.8% | +238.7% | +210.3% |
| 5Y | -22.2% | +104.8% | -127.0% | -35.3% |
| All | -24.9% | +287.9% | -312.9% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling