-19.3%
AFRM vs SPYG
+22.6%
-41.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.4% |
| 7D | -7.0% | +0.4% | -7.3% | -7.4% |
| 30D | -7.8% | -0.4% | -7.3% | -7.0% |
| 3M | +5.3% | +0.5% | +4.8% | +5.0% |
| 6M | +42.6% | +17.5% | +25.2% | +9.9% |
| YTD | -2.8% | +14.3% | -17.1% | -21.1% |
| 1Y | -19.3% | +21.7% | -41.0% | -44.0% |
| All | -19.3% | +22.6% | -41.9% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling