-32.4%
AFRM vs SPY
+115.1%
-147.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | 0.0% |
| 7D | -4.4% | +2.6% | -7.0% | -11.8% |
| 30D | -7.7% | -2.0% | -5.7% | -2.4% |
| 3M | -16.9% | -2.8% | -14.1% | -9.4% |
| 6M | +2.5% | +2.1% | +0.3% | -3.0% |
| YTD | -12.5% | +11.5% | -24.0% | -36.3% |
| 1Y | -11.0% | +13.5% | -24.5% | -38.6% |
| 3Y | +184.6% | +77.7% | +106.9% | -50.5% |
| 5Y | -56.3% | +72.6% | -128.9% | -88.9% |
| All | -32.4% | +115.1% | -147.5% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling