+52.3%
SPOT vs AFRM
-20.7%
+73.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -2.9% | +3.1% | -5.9% | -3.5% |
| 30D | +8.3% | -4.2% | +12.5% | +9.1% |
| 3M | +5.1% | +10.1% | -5.0% | +2.2% |
| 6M | -6.5% | +39.4% | -45.9% | -14.2% |
| YTD | -9.0% | -3.2% | -5.8% | -10.1% |
| 1Y | -26.4% | -16.1% | -10.3% | -25.9% |
| 3Y | +240.0% | +220.8% | +19.2% | +119.9% |
| 5Y | +111.7% | -17.7% | +129.4% | +47.9% |
| All | +52.3% | -20.7% | +73.0% | +3.6% |
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