-29.3%
AFRM vs SONY
+16.7%
-46.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.1% |
| 7D | -8.0% | -4.9% | -3.1% | -3.4% |
| 30D | -9.8% | -1.6% | -8.2% | -8.7% |
| 3M | +4.7% | +10.0% | -5.3% | -6.8% |
| 6M | +34.1% | +8.4% | +25.7% | +19.1% |
| YTD | -8.4% | -8.4% | 0.0% | -3.5% |
| 1Y | -22.9% | -18.4% | -4.6% | -9.2% |
| 3Y | +203.3% | +41.0% | +162.3% | +65.4% |
| 5Y | -26.0% | +9.3% | -35.2% | -39.5% |
| All | -29.3% | +16.7% | -46.0% | -42.5% |
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