+200.4%
SE vs AFRM
+232.3%
-31.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.4% |
| 7D | -6.1% | -7.0% | +0.9% | -4.8% |
| 30D | -2.5% | -7.8% | +5.3% | -1.0% |
| 3M | +21.7% | +5.3% | +16.4% | +20.2% |
| 6M | +27.0% | +42.6% | -15.6% | +17.9% |
| YTD | -12.1% | -2.8% | -9.3% | -13.1% |
| 1Y | -40.9% | -19.3% | -21.6% | -40.2% |
| All | +200.4% | +232.3% | -31.9% | +168.9% |
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