+65.0%
SRE vs AFRM
-20.4%
+85.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | -0.3% | -7.0% | +6.6% | -0.1% |
| 30D | -0.7% | -7.8% | +7.1% | -0.5% |
| 3M | -6.3% | +5.3% | -11.6% | -6.7% |
| 6M | -10.7% | +42.6% | -53.3% | -12.3% |
| YTD | -3.5% | -2.8% | -0.7% | -3.8% |
| 1Y | +5.3% | -19.3% | +24.6% | +5.5% |
| 3Y | +31.8% | +231.0% | -199.2% | +22.4% |
| 5Y | +47.4% | -22.2% | +69.6% | +33.5% |
| All | +65.0% | -20.4% | +85.4% | +50.1% |
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