-45.0%
AFRM vs SNY
+9.1%
-54.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -8.5% | -3.6% | -4.9% | -7.4% |
| 30D | -11.4% | -1.9% | -9.4% | -10.8% |
| 3M | +8.2% | -2.0% | +10.2% | +8.7% |
| 6M | +36.6% | +2.5% | +34.1% | +35.2% |
| YTD | -8.7% | -7.0% | -1.7% | -6.8% |
| 1Y | -19.9% | -4.4% | -15.5% | -19.3% |
| 3Y | +202.6% | -8.4% | +211.0% | +198.6% |
| 5Y | -45.0% | +9.5% | -54.6% | -50.0% |
| All | -45.0% | +9.1% | -54.2% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling