+20.0%
SPY vs AFRM
-15.0%
+35.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | +0.1% | -7.0% | +7.1% | +0.9% |
| 30D | +0.1% | -7.8% | +7.9% | +0.9% |
| 3M | +2.0% | +5.3% | -3.3% | +1.0% |
| 6M | +13.0% | +42.6% | -29.6% | +7.5% |
| YTD | +13.5% | -2.8% | +16.3% | +11.7% |
| 1Y | +20.0% | -19.3% | +39.3% | +18.7% |
| All | +20.0% | -15.0% | +35.0% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling