-29.3%
AFRM vs SPG
+260.6%
-290.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -3.4% |
| 7D | -7.3% | +4.9% | -12.2% | -13.1% |
| 30D | -9.6% | +15.6% | -25.2% | -26.0% |
| 3M | -11.1% | +4.1% | -15.1% | -16.0% |
| 6M | +3.9% | +13.6% | -9.7% | -14.7% |
| YTD | -8.5% | +27.5% | -36.0% | -37.3% |
| 1Y | +3.3% | +32.2% | -29.0% | -32.9% |
| 3Y | +213.7% | +126.0% | +87.7% | -6.9% |
| 5Y | -58.5% | +74.7% | -133.3% | -84.0% |
| All | -29.3% | +260.6% | -290.0% | -85.4% |
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