+17.4%
SYY vs AFRM
-25.1%
+42.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.3% |
| 7D | -7.3% | -7.3% | 0.0% | -7.0% |
| 30D | +0.1% | -9.6% | +9.7% | +0.5% |
| 3M | -8.2% | -11.1% | +2.8% | -7.9% |
| 6M | +6.3% | +3.9% | +2.4% | +5.7% |
| YTD | +7.3% | -8.5% | +15.8% | +7.1% |
| 1Y | +8.5% | +3.3% | +5.2% | +7.5% |
| 3Y | +24.9% | +213.7% | -188.8% | +13.5% |
| 5Y | +8.0% | -58.5% | +66.6% | -5.0% |
| All | +17.4% | -25.1% | +42.5% | +4.3% |
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