-29.4%
AFRM vs SPG
+267.9%
-297.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -2.9% |
| 7D | -7.5% | +5.1% | -12.6% | -13.6% |
| 30D | -15.7% | +16.8% | -32.5% | -32.0% |
| 3M | -9.6% | +5.7% | -15.2% | -16.4% |
| 6M | +6.3% | +17.8% | -11.5% | -17.0% |
| YTD | -8.6% | +30.1% | -38.7% | -39.1% |
| 1Y | -7.6% | +32.8% | -40.4% | -40.4% |
| 3Y | +173.7% | +137.2% | +36.4% | -24.0% |
| 5Y | -56.9% | +81.5% | -138.3% | -84.0% |
| All | -29.4% | +267.9% | -297.3% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling