-32.4%
AFRM vs SPYG
+117.8%
-150.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +1.1% |
| 7D | -4.4% | +2.3% | -6.7% | -9.8% |
| 30D | -7.7% | -6.5% | -1.2% | +7.0% |
| 3M | -16.9% | -6.8% | -10.0% | -2.4% |
| 6M | +2.5% | -3.1% | +5.6% | +9.2% |
| YTD | -12.5% | +8.0% | -20.5% | -29.2% |
| 1Y | -11.0% | +10.2% | -21.3% | -31.7% |
| 3Y | +184.6% | +91.0% | +93.6% | -50.1% |
| 5Y | -56.3% | +67.7% | -124.0% | -85.8% |
| All | -32.4% | +117.8% | -150.2% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling