-50.6%
SE vs AFRM
-20.4%
-30.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.1% |
| 7D | -6.1% | -7.0% | +0.9% | -4.0% |
| 30D | -2.5% | -7.8% | +5.3% | -0.2% |
| 3M | +21.7% | +5.3% | +16.4% | +18.9% |
| 6M | +27.0% | +42.6% | -15.6% | +11.5% |
| YTD | -12.1% | -2.8% | -9.3% | -13.6% |
| 1Y | -40.9% | -19.3% | -21.6% | -39.5% |
| 3Y | +191.0% | +231.0% | -40.0% | +49.2% |
| 5Y | -68.3% | -22.2% | -46.0% | -80.8% |
| All | -50.6% | -20.4% | -30.2% | -71.1% |
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