+118.1%
SU vs AFRM
+221.8%
-103.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -1.0% | +3.1% | -4.0% | -1.1% |
| 30D | +13.7% | -4.2% | +17.9% | +13.8% |
| 3M | +8.0% | +10.1% | -2.1% | +7.2% |
| 6M | +21.0% | +39.4% | -18.4% | +18.3% |
| YTD | +56.2% | -3.2% | +59.4% | +55.8% |
| 1Y | +72.2% | -16.1% | +88.3% | +72.8% |
| 3Y | +118.1% | +220.8% | -102.7% | +85.9% |
| All | +118.1% | +221.8% | -103.7% | +85.9% |
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