-27.7%
AFRM vs SUI
+4.2%
-31.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.7% | -8.5% | -8.5% |
| 7D | -6.9% | +8.8% | -15.7% | -14.7% |
| 30D | -7.0% | +8.9% | -15.9% | -15.7% |
| 3M | -11.2% | +2.0% | -13.3% | -13.9% |
| 6M | +4.3% | -0.6% | +4.9% | +1.8% |
| YTD | -6.4% | +1.3% | -7.8% | -11.3% |
| 1Y | -2.6% | +1.3% | -3.9% | -7.8% |
| 3Y | +210.6% | +16.3% | +194.3% | +125.3% |
| 5Y | -57.6% | -25.1% | -32.5% | -41.8% |
| All | -27.7% | +4.2% | -31.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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