-19.3%
AFRM vs SPG
+21.3%
-40.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -7.0% | -2.4% | -4.6% | -6.2% |
| 30D | -7.8% | -6.8% | -1.0% | -5.5% |
| 3M | +5.3% | +2.7% | +2.6% | +3.3% |
| 6M | +42.6% | +5.5% | +37.2% | +36.6% |
| YTD | -2.8% | +15.7% | -18.5% | -9.2% |
| 1Y | -19.3% | +20.9% | -40.2% | -25.5% |
| All | -19.3% | +21.3% | -40.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling