+251.3%
AFRM vs SN
+659.6%
-408.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -3.6% |
| 7D | -7.3% | +7.2% | -14.5% | -10.6% |
| 30D | -9.6% | +20.4% | -30.0% | -18.0% |
| 3M | -11.1% | +23.9% | -35.0% | -20.8% |
| 6M | +3.9% | +93.0% | -89.2% | -27.2% |
| YTD | -8.5% | +99.2% | -107.7% | -37.7% |
| 1Y | +3.3% | +142.6% | -139.3% | -36.7% |
| 3Y | +213.7% | +398.8% | -185.1% | +51.6% |
| All | +251.3% | +659.6% | -408.3% | +66.7% |
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