+400.3%
SMH vs AFRM
-20.4%
+420.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.1% |
| 7D | +2.5% | -7.0% | +9.5% | +3.7% |
| 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% | +32.5% |
| YTD | +57.4% | -2.8% | +60.2% | +55.7% |
| 1Y | +96.2% | -19.3% | +115.5% | +98.6% |
| 3Y | +267.9% | +231.0% | +37.0% | +168.9% |
| 5Y | +327.7% | -22.2% | +349.9% | +224.8% |
| All | +400.3% | -20.4% | +420.7% | +276.9% |
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