+3.8%
SYK vs AFRM
-38.8%
+42.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -12.3% | -8.5% | -3.8% | -11.7% |
| 30D | -22.4% | -11.4% | -11.1% | -21.7% |
| 3M | -12.3% | +8.2% | -20.6% | -13.1% |
| 6M | -24.3% | +36.6% | -60.9% | -26.7% |
| YTD | -22.8% | -8.7% | -14.1% | -22.9% |
| 1Y | -28.8% | -19.9% | -8.9% | -28.5% |
| 3Y | -4.0% | +202.6% | -206.6% | -18.9% |
| 5Y | +3.8% | -45.0% | +48.9% | -13.4% |
| All | +3.8% | -38.8% | +42.7% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling