+29.9%
SPGI vs AFRM
+192.6%
-162.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.2% | -4.4% | +5.6% | +1.7% |
| 30D | +15.9% | -7.7% | +23.6% | +16.8% |
| 3M | +12.3% | -16.9% | +29.2% | +14.1% |
| 6M | +23.7% | +2.5% | +21.2% | +22.8% |
| YTD | -3.5% | -12.5% | +9.0% | -3.5% |
| 1Y | +0.4% | -11.0% | +11.4% | +0.2% |
| 3Y | +29.9% | +184.6% | -154.7% | +19.3% |
| All | +29.9% | +192.6% | -162.7% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling