+74.7%
SPOT vs AFRM
-27.4%
+102.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | +1.0% | -8.4% | +9.4% | +2.9% |
| 30D | +14.6% | -18.3% | +32.8% | +19.2% |
| 3M | +18.4% | -12.7% | +31.1% | +21.1% |
| 6M | +45.1% | +3.0% | +42.1% | +41.8% |
| YTD | +4.4% | -11.4% | +15.8% | +4.5% |
| 1Y | -2.7% | -13.3% | +10.6% | -2.5% |
| 3Y | +254.6% | +194.0% | +60.5% | +136.6% |
| 5Y | +124.8% | -50.6% | +175.4% | +71.3% |
| All | +74.7% | -27.4% | +102.1% | +20.4% |
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