-66.7%
SE vs AFRM
-23.4%
-43.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.8% | +2.2% | -3.2% |
| 7D | -1.2% | -6.9% | +5.7% | +1.1% |
| 30D | -21.7% | -7.0% | -14.7% | -20.1% |
| 3M | -34.2% | -11.2% | -23.0% | -32.2% |
| 6M | -10.5% | +4.3% | -14.7% | -13.3% |
| YTD | -40.7% | -6.4% | -34.3% | -41.4% |
| 1Y | -52.1% | -2.6% | -49.5% | -53.6% |
| 3Y | +68.9% | +210.6% | -141.7% | -10.1% |
| 5Y | -78.9% | -57.6% | -21.3% | -85.6% |
| All | -66.7% | -23.4% | -43.3% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling