-20.9%
AFRM vs SPG
+102.5%
-123.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.2% |
| 7D | -7.0% | -2.4% | -4.6% | -3.5% |
| 30D | -7.8% | -6.8% | -1.0% | +2.3% |
| 3M | +5.3% | +2.7% | +2.6% | -1.1% |
| 6M | +42.6% | +5.5% | +37.2% | +27.2% |
| YTD | -2.8% | +15.7% | -18.5% | -25.8% |
| 1Y | -19.3% | +20.9% | -40.2% | -43.4% |
| 3Y | +231.0% | +112.4% | +118.6% | -9.6% |
| All | -20.9% | +102.5% | -123.5% | -69.6% |
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