+3.3%
AFRM vs SPG
+31.7%
-28.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.7% |
| 7D | -7.3% | +4.9% | -12.2% | -9.4% |
| 30D | -9.6% | +15.6% | -25.2% | -15.7% |
| 3M | -11.1% | +4.1% | -15.1% | -13.3% |
| 6M | +3.9% | +13.6% | -9.7% | -3.8% |
| YTD | -8.5% | +27.5% | -36.0% | -20.8% |
| 1Y | +3.3% | +32.2% | -29.0% | -16.2% |
| All | +3.3% | +31.7% | -28.4% | -16.2% |
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