+11.1%
SMR vs AFRM
+73.3%
-62.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.4% | +15.6% | +15.4% |
| 7D | +21.4% | +3.1% | +18.3% | +20.4% |
| 30D | +13.8% | -4.2% | +18.1% | +15.1% |
| 3M | +3.9% | +10.1% | -6.2% | +1.5% |
| 6M | -4.2% | +39.4% | -43.6% | -10.9% |
| YTD | -21.1% | -3.2% | -17.9% | -20.2% |
| 1Y | -67.1% | -16.1% | -51.0% | -65.6% |
| 3Y | +88.9% | +220.8% | -131.9% | +56.5% |
| All | +11.1% | +73.3% | -62.1% | -11.8% |
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