-29.3%
AFRM vs SPYG
+112.8%
-142.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -4.4% |
| 7D | -7.3% | -3.6% | -3.7% | +0.9% |
| 30D | -9.6% | -11.2% | +1.6% | +19.3% |
| 3M | -11.1% | -8.1% | -3.0% | +7.9% |
| 6M | +3.9% | -3.3% | +7.1% | +10.8% |
| YTD | -8.5% | +5.5% | -14.0% | -21.5% |
| 1Y | +3.3% | +7.0% | -3.7% | -14.4% |
| 3Y | +213.7% | +89.5% | +124.2% | -44.8% |
| 5Y | -58.5% | +63.3% | -121.8% | -85.5% |
| All | -29.3% | +112.8% | -142.1% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling