-20.9%
AFRM vs SPY
+82.0%
-103.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.4% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -7.8% | +0.1% | -7.9% | -7.7% |
| 3M | +5.3% | +2.0% | +3.3% | -0.2% |
| 6M | +42.6% | +13.0% | +29.6% | -1.6% |
| YTD | -2.8% | +13.5% | -16.3% | -33.8% |
| 1Y | -19.3% | +20.0% | -39.3% | -53.5% |
| 3Y | +231.0% | +77.2% | +153.8% | -46.1% |
| All | -20.9% | +82.0% | -103.0% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling