-25.9%
AFRM vs SNY
+14.2%
-40.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.0% |
| 7D | -1.3% | -3.3% | +2.1% | -0.2% |
| 30D | -2.7% | -2.2% | -0.5% | -2.0% |
| 3M | +7.4% | -3.0% | +10.5% | +8.2% |
| 6M | +40.7% | +2.7% | +37.9% | +39.1% |
| YTD | -4.0% | -6.8% | +2.8% | -2.2% |
| 1Y | -12.2% | -5.3% | -7.0% | -11.3% |
| 3Y | +203.1% | -9.8% | +212.9% | +201.8% |
| 5Y | -42.2% | +9.7% | -51.9% | -47.4% |
| All | -25.9% | +14.2% | -40.1% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling