-29.6%
AFRM vs SPG
+270.6%
-300.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.7% |
| 7D | -10.3% | +2.7% | -13.0% | -13.5% |
| 30D | -13.7% | +16.6% | -30.3% | -30.2% |
| 3M | -11.6% | +8.1% | -19.6% | -20.7% |
| 6M | +2.1% | +19.3% | -17.2% | -21.7% |
| YTD | -8.9% | +31.1% | -39.9% | -39.9% |
| 1Y | -9.7% | +32.8% | -42.5% | -41.7% |
| 3Y | +202.5% | +135.8% | +66.7% | -15.0% |
| 5Y | -55.3% | +85.1% | -140.4% | -83.8% |
| All | -29.6% | +270.6% | -300.2% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling