+70.1%
SE vs AFRM
+210.7%
-140.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.8% | +2.2% | -4.1% |
| 7D | -1.2% | -6.9% | +5.7% | +0.2% |
| 30D | -21.7% | -7.0% | -14.7% | -20.6% |
| 3M | -34.2% | -11.2% | -23.0% | -32.9% |
| 6M | -10.5% | +4.3% | -14.7% | -11.9% |
| YTD | -40.7% | -6.4% | -34.3% | -41.1% |
| 1Y | -52.1% | -2.6% | -49.5% | -52.9% |
| All | +70.1% | +210.7% | -140.6% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling