-16.6%
AFRM vs SONY
-11.5%
-5.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.6% | -3.1% |
| 7D | -5.5% | -3.2% | -2.3% | -4.7% |
| 30D | -15.5% | +9.6% | -25.0% | -17.9% |
| 3M | -10.3% | +13.3% | -23.6% | -13.8% |
| 6M | +0.6% | +20.3% | -19.7% | -6.5% |
| YTD | -11.5% | +4.1% | -15.7% | -14.0% |
| 1Y | -16.6% | -11.9% | -4.7% | -5.9% |
| All | -16.6% | -11.5% | -5.1% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling