+330.1%
SMH vs AFRM
-25.2%
+355.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | -4.1% | -7.5% | +3.4% | -2.8% |
| 30D | -19.2% | -15.7% | -3.5% | -16.9% |
| 3M | -16.4% | -9.6% | -6.8% | -15.3% |
| 6M | -14.0% | +6.3% | -20.2% | -15.5% |
| YTD | +35.3% | -8.6% | +43.9% | +34.9% |
| 1Y | +40.4% | -7.6% | +48.0% | +39.4% |
| 3Y | +226.8% | +173.7% | +53.2% | +148.9% |
| 5Y | +232.3% | -56.9% | +289.2% | +169.6% |
| All | +330.1% | -25.2% | +355.2% | +226.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling