-29.3%
AFRM vs SONY
+34.4%
-63.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -0.3% |
| 7D | -7.3% | +6.7% | -14.0% | -13.8% |
| 30D | -9.6% | +14.8% | -24.4% | -22.1% |
| 3M | -11.1% | +16.9% | -27.9% | -25.2% |
| 6M | +3.9% | +30.2% | -26.4% | -24.3% |
| YTD | -8.5% | +5.5% | -14.0% | -17.3% |
| 1Y | +3.3% | -4.6% | +7.8% | +3.5% |
| 3Y | +213.7% | +57.2% | +156.5% | +52.4% |
| 5Y | -58.5% | +12.1% | -70.6% | -69.7% |
| All | -29.3% | +34.4% | -63.7% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling