-29.3%
AFRM vs SPYG
+128.6%
-157.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -4.5% |
| 7D | -8.0% | +0.3% | -8.3% | -8.8% |
| 30D | -9.8% | -1.7% | -8.1% | -5.8% |
| 3M | +4.7% | +3.6% | +1.0% | -4.5% |
| 6M | +34.1% | +16.6% | +17.5% | -8.3% |
| YTD | -8.4% | +13.4% | -21.8% | -33.2% |
| 1Y | -22.9% | +19.6% | -42.5% | -50.8% |
| 3Y | +203.3% | +99.8% | +103.5% | -51.3% |
| 5Y | -26.0% | +85.0% | -110.9% | -79.9% |
| All | -29.3% | +128.6% | -157.8% | -85.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling