-19.3%
AFRM vs SN
+46.4%
-65.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | -7.0% | -9.3% | +2.4% | -2.7% |
| 30D | -7.8% | -4.8% | -3.0% | -5.7% |
| 3M | +5.3% | +40.4% | -35.1% | -10.2% |
| 6M | +42.6% | +50.9% | -8.3% | +16.2% |
| YTD | -2.8% | +54.9% | -57.7% | -22.2% |
| 1Y | -19.3% | +43.0% | -62.3% | -31.4% |
| All | -19.3% | +46.4% | -65.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling