+196.5%
AFRM vs SPG
+137.4%
+59.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.7% |
| 7D | -10.3% | +2.7% | -13.0% | -13.1% |
| 30D | -13.7% | +16.6% | -30.3% | -27.9% |
| 3M | -11.6% | +8.1% | -19.6% | -19.3% |
| 6M | +2.1% | +19.3% | -17.2% | -18.8% |
| YTD | -8.9% | +31.1% | -39.9% | -36.8% |
| 1Y | -9.7% | +32.8% | -42.5% | -38.6% |
| All | +196.5% | +137.4% | +59.1% | -15.5% |
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 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