-58.3%
AFRM vs SONY
+10.8%
-69.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -0.1% |
| 7D | -7.3% | +6.7% | -14.0% | -14.5% |
| 30D | -9.6% | +14.8% | -24.4% | -23.3% |
| 3M | -11.1% | +16.9% | -27.9% | -26.7% |
| 6M | +3.9% | +30.2% | -26.4% | -27.1% |
| YTD | -8.5% | +5.5% | -14.0% | -18.3% |
| 1Y | +3.3% | -4.6% | +7.8% | +3.6% |
| 3Y | +213.7% | +57.2% | +156.5% | +28.0% |
| All | -58.3% | +10.8% | -69.1% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling