-55.3%
AFRM vs SPG
+86.1%
-141.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.7% |
| 7D | -10.3% | +2.7% | -13.0% | -14.0% |
| 30D | -13.7% | +16.6% | -30.3% | -32.1% |
| 3M | -11.6% | +8.1% | -19.6% | -21.9% |
| 6M | +2.1% | +19.3% | -17.2% | -24.7% |
| YTD | -8.9% | +31.1% | -39.9% | -43.6% |
| 1Y | -9.7% | +32.8% | -42.5% | -45.5% |
| 3Y | +202.5% | +135.8% | +66.7% | -35.9% |
| 5Y | -55.3% | +85.1% | -140.4% | -87.7% |
| All | -55.3% | +86.1% | -141.5% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling