-22.9%
AFRM vs SPYG
+20.0%
-42.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -4.8% |
| 7D | -8.0% | +0.3% | -8.3% | -8.5% |
| 30D | -9.8% | -1.7% | -8.1% | -7.0% |
| 3M | +4.7% | +3.6% | +1.0% | -1.3% |
| 6M | +34.1% | +16.6% | +17.5% | +4.7% |
| YTD | -8.4% | +13.4% | -21.8% | -24.5% |
| 1Y | -22.9% | +19.6% | -42.5% | -43.5% |
| All | -22.9% | +20.0% | -42.9% | -43.5% |
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