+20.2%
SGOV vs AFRM
-20.7%
+40.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +3.1% | -3.0% | +0.1% |
| 30D | +0.3% | -4.2% | +4.5% | +0.3% |
| 3M | +0.9% | +10.1% | -9.2% | +0.9% |
| 6M | +1.8% | +39.4% | -37.6% | +1.8% |
| YTD | +2.5% | -3.2% | +5.7% | +2.5% |
| 1Y | +3.8% | -16.1% | +19.8% | +3.8% |
| 3Y | +14.3% | +220.8% | -206.4% | +14.3% |
| 5Y | +20.1% | -17.7% | +37.8% | +20.1% |
| All | +20.2% | -20.7% | +40.9% | +20.2% |
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