-29.3%
AFRM vs SPY
+109.6%
-138.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -3.2% |
| 7D | -7.3% | -2.7% | -4.6% | +0.6% |
| 30D | -9.6% | -5.4% | -4.2% | +7.0% |
| 3M | -11.1% | -4.1% | -7.0% | +1.2% |
| 6M | +3.9% | +0.7% | +3.2% | +2.5% |
| YTD | -8.5% | +8.7% | -17.2% | -27.9% |
| 1Y | +3.3% | +10.9% | -7.6% | -23.2% |
| 3Y | +213.7% | +75.0% | +138.7% | -43.5% |
| 5Y | -58.5% | +67.8% | -126.3% | -88.5% |
| All | -29.3% | +109.6% | -138.9% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling