-32.4%
AFRM vs SONY
+34.7%
-67.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -2.6% |
| 7D | -4.4% | +0.3% | -4.7% | -4.7% |
| 30D | -7.7% | +11.1% | -18.8% | -17.8% |
| 3M | -16.9% | +14.7% | -31.5% | -28.7% |
| 6M | +2.5% | +18.8% | -16.3% | -16.9% |
| YTD | -12.5% | +5.7% | -18.3% | -21.2% |
| 1Y | -11.0% | -8.1% | -3.0% | -6.7% |
| 3Y | +184.6% | +64.0% | +120.6% | +34.7% |
| 5Y | -56.3% | +12.6% | -68.9% | -68.2% |
| All | -32.4% | +34.7% | -67.2% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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