-25.2%
AFRM vs SPYG
+129.4%
-154.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.8% |
| 7D | +3.1% | +1.2% | +1.9% | +0.1% |
| 30D | -4.2% | -1.6% | -2.7% | -0.4% |
| 3M | +10.1% | +3.4% | +6.8% | +1.1% |
| 6M | +39.4% | +18.9% | +20.5% | -9.4% |
| YTD | -3.2% | +13.8% | -17.0% | -30.0% |
| 1Y | -16.1% | +20.6% | -36.7% | -47.5% |
| 3Y | +220.8% | +100.5% | +120.3% | -48.9% |
| 5Y | -17.7% | +84.6% | -102.3% | -77.7% |
| All | -25.2% | +129.4% | -154.6% | -84.4% |
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