+68.3%
SPGI vs AFRM
-27.4%
+95.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.8% |
| 7D | +1.6% | -8.4% | +9.9% | +2.5% |
| 30D | +16.1% | -18.3% | +34.4% | +18.4% |
| 3M | +15.5% | -12.7% | +28.1% | +16.7% |
| 6M | +19.6% | +3.0% | +16.6% | +18.6% |
| YTD | -3.6% | -11.4% | +7.8% | -3.5% |
| 1Y | +2.2% | -13.3% | +15.5% | +2.3% |
| 3Y | +30.1% | +194.0% | -163.9% | +9.0% |
| 5Y | +14.9% | -50.6% | +65.5% | -4.2% |
| All | +68.3% | -27.4% | +95.8% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling