+75.5%
SPOT vs AFRM
-25.2%
+100.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.5% | -7.5% | +10.1% | +4.2% |
| 30D | +15.1% | -15.7% | +30.8% | +19.0% |
| 3M | +24.8% | -9.6% | +34.4% | +26.6% |
| 6M | +45.8% | +6.3% | +39.5% | +41.6% |
| YTD | +4.9% | -8.6% | +13.5% | +4.3% |
| 1Y | -1.3% | -7.6% | +6.3% | -2.5% |
| 3Y | +257.7% | +173.7% | +84.1% | +142.8% |
| 5Y | +118.5% | -56.9% | +175.4% | +69.2% |
| All | +75.5% | -25.2% | +100.7% | +20.2% |
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 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