-24.9%
AFRM vs SONY
+22.3%
-47.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.0% |
| 7D | -7.0% | -1.2% | -5.8% | -5.9% |
| 30D | -7.8% | +9.4% | -17.2% | -16.2% |
| 3M | +5.3% | +10.5% | -5.2% | -6.4% |
| 6M | +42.6% | +11.7% | +31.0% | +23.0% |
| YTD | -2.8% | -4.1% | +1.3% | -2.1% |
| 1Y | -19.3% | -11.8% | -7.5% | -12.6% |
| 3Y | +231.0% | +45.9% | +185.1% | +75.5% |
| 5Y | -22.2% | +16.3% | -38.5% | -39.6% |
| All | -24.9% | +22.3% | -47.2% | -41.7% |
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