+250.9%
AFRM vs SN
+681.9%
-431.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -1.7% |
| 7D | -7.5% | +7.6% | -15.2% | -11.0% |
| 30D | -15.7% | +24.1% | -39.8% | -24.7% |
| 3M | -9.6% | +23.7% | -33.3% | -19.4% |
| 6M | +6.3% | +105.5% | -99.2% | -27.9% |
| YTD | -8.6% | +105.1% | -113.7% | -38.8% |
| 1Y | -7.6% | +148.3% | -155.9% | -44.1% |
| 3Y | +173.7% | +438.7% | -265.0% | +29.3% |
| All | +250.9% | +681.9% | -431.1% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling