+113.2%
SPY vs AFRM
-27.4%
+140.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | -0.6% | -8.4% | +7.8% | +0.2% |
| 30D | -3.7% | -18.3% | +14.6% | -1.9% |
| 3M | -2.7% | -12.7% | +9.9% | -1.8% |
| 6M | +2.2% | +3.0% | -0.8% | +1.3% |
| YTD | +10.8% | -11.4% | +22.2% | +10.8% |
| 1Y | +11.2% | -13.3% | +24.6% | +11.2% |
| 3Y | +76.5% | +194.0% | -117.5% | +50.6% |
| 5Y | +72.9% | -50.6% | +123.6% | +46.9% |
| All | +113.2% | -27.4% | +140.6% | +78.2% |
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