-78.0%
SE vs AFRM
-58.9%
-19.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.9% |
| 7D | +2.0% | -7.3% | +9.3% | +4.7% |
| 30D | -20.0% | -9.6% | -10.4% | -17.4% |
| 3M | -31.8% | -11.1% | -20.7% | -29.6% |
| 6M | -15.9% | +3.9% | -19.7% | -18.7% |
| YTD | -40.6% | -8.5% | -32.1% | -41.0% |
| 1Y | -50.7% | +3.3% | -53.9% | -53.5% |
| 3Y | +70.3% | +213.7% | -143.4% | -19.0% |
| All | -78.0% | -58.9% | -19.1% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling