+213.7%
AFRM vs SPG
+124.5%
+89.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -3.2% |
| 7D | -7.3% | +4.9% | -12.2% | -12.1% |
| 30D | -9.6% | +15.6% | -25.2% | -23.3% |
| 3M | -11.1% | +4.1% | -15.1% | -15.1% |
| 6M | +3.9% | +13.6% | -9.7% | -12.0% |
| YTD | -8.5% | +27.5% | -36.0% | -33.8% |
| 1Y | +3.3% | +32.2% | -29.0% | -28.9% |
| 3Y | +213.7% | +126.0% | +87.7% | +24.8% |
| All | +213.7% | +124.5% | +89.2% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling