+361.5%
SU vs AFRM
-25.2%
+386.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | -8.5% | +10.2% | +2.1% |
| 30D | +9.6% | -11.4% | +21.0% | +10.2% |
| 3M | +11.7% | +8.2% | +3.5% | +10.9% |
| 6M | +21.9% | +36.6% | -14.7% | +19.2% |
| YTD | +58.6% | -8.7% | +67.3% | +58.2% |
| 1Y | +66.5% | -19.9% | +86.4% | +66.8% |
| 3Y | +121.4% | +202.6% | -81.2% | +98.4% |
| 5Y | +355.7% | -45.0% | +400.8% | +308.0% |
| All | +361.5% | -25.2% | +386.7% | +307.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling