+178.9%
AFB vs SPY
+954.9%
-776.0%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -2.3% | +0.1% | -2.3% | -2.3% |
| 3M | -4.6% | +2.0% | -6.6% | -4.9% |
| 6M | -0.9% | +13.0% | -13.9% | -2.9% |
| YTD | +2.1% | +13.5% | -11.5% | -0.1% |
| 1Y | +8.5% | +20.0% | -11.5% | +5.2% |
| 3Y | +16.9% | +77.2% | -60.3% | +5.9% |
| 5Y | -12.0% | +81.9% | -93.9% | -21.0% |
| 10Y | +11.3% | +314.1% | -302.7% | -13.4% |
| All | +178.9% | +954.9% | -776.0% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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