-27.7%
AFRM vs SM
+215.4%
-243.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.6% | -3.2% | -6.4% |
| 7D | -6.9% | -25.1% | +18.2% | +0.9% |
| 30D | -7.0% | -15.6% | +8.6% | -3.2% |
| 3M | -11.2% | +2.7% | -13.9% | -14.1% |
| 6M | +4.3% | -3.8% | +8.1% | 0.0% |
| YTD | -6.4% | +61.8% | -68.3% | -28.6% |
| 1Y | -2.6% | +71.4% | -74.0% | -27.9% |
| 3Y | +210.6% | -20.7% | +231.3% | +200.9% |
| 5Y | -57.6% | -11.5% | -46.1% | -60.3% |
| All | -27.7% | +215.4% | -243.2% | -35.1% |
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 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