+56.5%
SMR vs AFRM
+232.3%
-175.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.7% |
| 7D | +4.4% | -7.0% | +11.4% | +7.6% |
| 30D | +3.4% | -7.8% | +11.2% | +7.1% |
| 3M | -19.2% | +5.3% | -24.5% | -20.9% |
| 6M | -22.6% | +42.6% | -65.3% | -33.0% |
| YTD | -31.5% | -2.8% | -28.8% | -30.9% |
| 1Y | -73.1% | -19.3% | -53.8% | -70.9% |
| All | +56.5% | +232.3% | -175.9% | +3.3% |
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