+125.2%
SU vs AFRM
+167.0%
-41.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.5% |
| 7D | -10.2% | -8.4% | -1.8% | -10.0% |
| 30D | -6.2% | -18.3% | +12.1% | -5.7% |
| 3M | +8.7% | -12.7% | +21.4% | +9.0% |
| 6M | +7.2% | +3.0% | +4.2% | +6.5% |
| YTD | +55.9% | -11.4% | +67.3% | +55.9% |
| 1Y | +60.4% | -13.3% | +73.7% | +60.4% |
| 3Y | +125.2% | +194.0% | -68.8% | +86.9% |
| All | +125.2% | +167.0% | -41.8% | +86.9% |
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