+93.5%
SO vs AFRM
-23.4%
+116.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.1% | +0.3% |
| 7D | +0.4% | -6.9% | +7.3% | +0.4% |
| 30D | +9.2% | -7.0% | +16.2% | +9.3% |
| 3M | +1.1% | -11.2% | +12.3% | +1.1% |
| 6M | -1.1% | +4.3% | -5.3% | -1.2% |
| YTD | +9.7% | -6.4% | +16.1% | +9.6% |
| 1Y | +5.5% | -2.6% | +8.1% | +5.4% |
| 3Y | +47.0% | +210.6% | -163.5% | +42.9% |
| 5Y | +77.6% | -57.6% | +135.2% | +66.8% |
| All | +93.5% | -23.4% | +116.9% | +85.1% |
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