-10.5%
SNPS vs AFRM
+7.5%
-18.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.1% |
| 7D | -0.2% | -10.3% | +10.1% | +1.9% |
| 30D | -8.0% | -13.7% | +5.7% | -5.5% |
| 3M | +12.5% | -11.6% | +24.0% | +14.7% |
| 6M | -10.5% | +2.1% | -12.6% | -9.4% |
| All | -10.5% | +7.5% | -18.0% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling