+21.1%
SYY vs AFRM
-20.7%
+41.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.8% | +3.1% | -5.8% | -2.9% |
| 30D | -5.3% | -4.2% | -1.1% | -5.1% |
| 3M | +5.1% | +10.1% | -5.0% | +4.5% |
| 6M | -5.0% | +39.4% | -44.4% | -6.8% |
| YTD | +10.7% | -3.2% | +13.9% | +10.3% |
| 1Y | +0.7% | -16.1% | +16.7% | +0.7% |
| 3Y | +24.0% | +220.8% | -196.7% | +12.4% |
| 5Y | +19.3% | -17.7% | +36.9% | +5.7% |
| All | +21.1% | -20.7% | +41.8% | +7.5% |
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