+117.2%
SPY vs AFRM
-20.7%
+137.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +0.5% | +3.1% | -2.5% | +0.2% |
| 30D | -0.9% | -4.2% | +3.3% | -0.6% |
| 3M | +3.9% | +10.1% | -6.2% | +2.6% |
| 6M | +14.5% | +39.4% | -24.9% | +10.3% |
| YTD | +12.9% | -3.2% | +16.1% | +12.2% |
| 1Y | +19.4% | -16.1% | +35.4% | +19.6% |
| 3Y | +78.5% | +220.8% | -142.3% | +50.3% |
| 5Y | +81.8% | -17.7% | +99.4% | +51.6% |
| All | +117.2% | -20.7% | +137.9% | +80.3% |
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