-12.2%
AFRM vs SNY
-4.5%
-7.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.0% |
| 7D | -1.3% | -3.3% | +2.1% | -0.5% |
| 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% | +39.9% |
| YTD | -4.0% | -6.8% | +2.8% | -2.3% |
| 1Y | -12.2% | -5.3% | -7.0% | -10.7% |
| All | -12.2% | -4.5% | -7.7% | -10.7% |
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