+118.4%
SPY vs AFRM
-20.4%
+138.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | +0.1% | -7.0% | +7.1% | +0.8% |
| 30D | +0.1% | -7.8% | +7.9% | +0.7% |
| 3M | +2.0% | +5.3% | -3.3% | +1.2% |
| 6M | +13.0% | +42.6% | -29.6% | +8.6% |
| YTD | +13.5% | -2.8% | +16.3% | +12.7% |
| 1Y | +20.0% | -19.3% | +39.3% | +20.6% |
| 3Y | +77.2% | +231.0% | -153.8% | +48.8% |
| 5Y | +81.9% | -22.2% | +104.1% | +51.9% |
| All | +118.4% | -20.4% | +138.8% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling