+328.5%
SMH vs AFRM
-23.1%
+351.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.1% |
| 7D | +2.5% | -7.0% | +9.5% | +3.8% |
| 30D | -0.5% | -7.8% | +7.3% | +0.7% |
| 3M | -9.6% | +5.3% | -15.0% | -10.8% |
| 6M | +42.1% | +42.6% | -0.6% | +32.0% |
| YTD | +57.4% | -2.8% | +60.2% | +55.6% |
| 1Y | +96.2% | -19.3% | +115.5% | +98.7% |
| 3Y | +267.9% | +231.0% | +37.0% | +162.9% |
| All | +328.5% | -23.1% | +351.6% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling