+5.0%
SMCI vs AFRM
+192.6%
-187.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -6.6% | -4.4% | -2.2% | -5.1% |
| 30D | -24.9% | -7.7% | -17.3% | -23.0% |
| 3M | -31.4% | -16.9% | -14.5% | -27.7% |
| 6M | -16.0% | +2.5% | -18.5% | -17.5% |
| YTD | -8.2% | -12.5% | +4.3% | -6.8% |
| 1Y | -23.4% | -11.0% | -12.4% | -23.0% |
| 3Y | +5.0% | +184.6% | -179.5% | -37.2% |
| All | +5.0% | +192.6% | -187.6% | -37.2% |
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 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