-25.2%
AFRM vs SNY
+15.2%
-40.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.4% |
| 7D | +3.1% | -2.7% | +5.8% | +3.9% |
| 30D | -4.2% | -0.7% | -3.5% | -4.0% |
| 3M | +10.1% | -1.6% | +11.8% | +10.5% |
| 6M | +39.4% | +2.3% | +37.2% | +38.1% |
| YTD | -3.2% | -6.0% | +2.8% | -1.6% |
| 1Y | -16.1% | -2.7% | -13.4% | -15.9% |
| 3Y | +220.8% | -7.5% | +228.2% | +216.0% |
| 5Y | -17.7% | +6.7% | -24.4% | -24.2% |
| All | -25.2% | +15.2% | -40.4% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling