+0.8%
SPGI vs AFRM
-13.2%
+14.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -0.9% |
| 7D | -0.8% | -5.5% | +4.7% | 0.0% |
| 30D | +14.3% | -15.5% | +29.7% | +16.9% |
| 3M | +14.5% | -10.3% | +24.8% | +15.9% |
| 6M | +17.3% | +0.6% | +16.7% | +16.8% |
| YTD | -4.6% | -11.5% | +7.0% | -6.1% |
| 1Y | +0.8% | -16.6% | +17.4% | -0.2% |
| All | +0.8% | -13.2% | +14.0% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling