+78.8%
SE vs AFRM
+172.4%
-93.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.1% | +3.0% |
| 7D | +3.3% | -7.5% | +10.8% | +4.9% |
| 30D | -18.2% | -15.7% | -2.5% | -15.4% |
| 3M | -31.3% | -9.6% | -21.7% | -30.2% |
| 6M | -10.1% | +6.3% | -16.4% | -11.8% |
| YTD | -38.9% | -8.6% | -30.3% | -39.0% |
| 1Y | -48.0% | -7.6% | -40.4% | -48.4% |
| 3Y | +78.8% | +173.7% | -94.8% | +87.4% |
| All | +78.8% | +172.4% | -93.6% | +87.4% |
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