+273.1%
AFRM vs SN
+490.7%
-217.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | -7.0% | -9.3% | +2.4% | -2.1% |
| 30D | -7.8% | -4.8% | -3.0% | -5.5% |
| 3M | +5.3% | +40.4% | -35.1% | -12.4% |
| 6M | +42.6% | +50.9% | -8.3% | +13.8% |
| YTD | -2.8% | +54.9% | -57.7% | -24.4% |
| 1Y | -19.3% | +43.0% | -62.3% | -34.8% |
| 3Y | +231.0% | +391.8% | -160.9% | +81.4% |
| All | +273.1% | +490.7% | -217.6% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling