-61.8%
SPCH vs AFRM
-4.6%
-57.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.3% |
| 7D | +26.5% | -5.5% | +32.0% | +28.8% |
| 30D | -24.8% | -15.5% | -9.3% | -19.3% |
| 3M | -19.3% | -10.3% | -9.0% | -17.1% |
| All | -61.8% | -4.6% | -57.2% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 6mo: compounded portfolio wealth divided by compounded AFRM 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…
6mo analysis · Full analysis span regression · Available span rolling