+11.7%
SPGI vs AFRM
-58.9%
+70.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | +0.3% | -7.3% | +7.6% | +1.2% |
| 30D | +18.4% | -9.6% | +27.9% | +19.6% |
| 3M | +15.7% | -11.1% | +26.8% | +16.9% |
| 6M | +17.3% | +3.9% | +13.4% | +15.9% |
| YTD | -4.7% | -8.5% | +3.8% | -5.0% |
| 1Y | +1.8% | +3.3% | -1.5% | -0.3% |
| 3Y | +31.7% | +213.7% | -182.0% | +5.0% |
| All | +11.7% | -58.9% | +70.6% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling