-67.4%
SE vs AFRM
-25.4%
-42.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.5% | -4.6% |
| 7D | -7.7% | -10.3% | +2.5% | -4.6% |
| 30D | -22.8% | -13.7% | -9.1% | -19.4% |
| 3M | -43.7% | -11.6% | -32.2% | -42.1% |
| 6M | -12.8% | +2.1% | -14.9% | -14.9% |
| YTD | -42.0% | -8.9% | -33.1% | -42.2% |
| 1Y | -48.0% | -9.7% | -38.3% | -48.4% |
| 3Y | +62.7% | +202.5% | -139.8% | -11.8% |
| 5Y | -77.8% | -55.3% | -22.5% | -84.9% |
| All | -67.4% | -25.4% | -42.0% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling