+161.5%
SMR vs AFRM
+172.4%
-10.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | +1.7% | -7.5% | +9.2% | +5.7% |
| 30D | -24.4% | -15.7% | -8.7% | -17.6% |
| 3M | -44.6% | -9.6% | -35.0% | -42.3% |
| 6M | -56.7% | +6.3% | -62.9% | -58.1% |
| YTD | -61.6% | -8.6% | -53.0% | -60.4% |
| 1Y | -82.1% | -7.6% | -74.5% | -81.6% |
| 3Y | +161.5% | +173.7% | -12.1% | +77.8% |
| All | +161.5% | +172.4% | -10.9% | +77.8% |
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 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