-31.6%
AFRM vs SONY
+33.0%
-64.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -1.8% |
| 7D | -8.4% | +5.2% | -13.6% | -13.6% |
| 30D | -18.3% | +10.7% | -29.0% | -27.0% |
| 3M | -12.7% | +12.1% | -24.8% | -23.4% |
| 6M | +3.0% | +32.6% | -29.5% | -26.1% |
| YTD | -11.4% | +4.3% | -15.7% | -19.1% |
| 1Y | -13.3% | -4.5% | -8.8% | -13.1% |
| 3Y | +194.0% | +56.9% | +137.1% | +47.0% |
| 5Y | -50.6% | +12.5% | -63.1% | -63.7% |
| All | -31.6% | +33.0% | -64.5% | -51.8% |
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