-29.6%
AFRM vs SPY
+116.6%
-146.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | -1.1% |
| 7D | -10.3% | -0.9% | -9.3% | -8.1% |
| 30D | -13.7% | -2.4% | -11.4% | -7.5% |
| 3M | -11.6% | -1.2% | -10.4% | -8.3% |
| 6M | +2.1% | +3.3% | -1.2% | -6.7% |
| YTD | -8.9% | +12.3% | -21.1% | -35.1% |
| 1Y | -9.7% | +12.4% | -22.2% | -35.7% |
| 3Y | +202.5% | +78.8% | +123.6% | -48.3% |
| 5Y | -55.3% | +75.2% | -130.5% | -89.1% |
| All | -29.6% | +116.6% | -146.2% | -86.7% |
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