-19.3%
AFRM vs SNY
+2.0%
-21.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -7.0% | -1.3% | -5.7% | -6.7% |
| 30D | -7.8% | +3.4% | -11.2% | -8.3% |
| 3M | +5.3% | -0.3% | +5.6% | +5.3% |
| 6M | +42.6% | +1.0% | +41.6% | +41.8% |
| YTD | -2.8% | -3.6% | +0.8% | -2.0% |
| 1Y | -19.3% | +3.0% | -22.3% | -19.8% |
| All | -19.3% | +2.0% | -21.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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