+350.8%
SU vs AFRM
-20.4%
+371.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.6% |
| 7D | +3.6% | -7.0% | +10.5% | +3.9% |
| 30D | +7.9% | -7.8% | +15.7% | +8.2% |
| 3M | +3.5% | +5.3% | -1.8% | +2.9% |
| 6M | +19.0% | +42.6% | -23.7% | +16.1% |
| YTD | +55.0% | -2.8% | +57.8% | +54.1% |
| 1Y | +71.2% | -19.3% | +90.5% | +71.5% |
| 3Y | +117.4% | +231.0% | -113.5% | +94.0% |
| 5Y | +335.2% | -22.2% | +357.4% | +286.8% |
| All | +350.8% | -20.4% | +371.2% | +296.7% |
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