+171.7%
AFB vs SPY
+906.4%
-734.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.3% |
| 7D | +0.2% | -4.7% | +4.9% | +0.9% |
| 30D | +8.1% | -5.9% | +14.0% | +9.2% |
| 3M | -4.8% | -4.5% | -0.3% | -4.1% |
| 6M | -5.2% | +1.8% | -7.0% | -5.5% |
| YTD | -0.6% | +8.3% | -8.9% | -1.9% |
| 1Y | -0.9% | +9.3% | -10.3% | -2.5% |
| 3Y | +23.8% | +74.9% | -51.1% | +12.4% |
| 5Y | -13.4% | +67.3% | -80.7% | -21.3% |
| 10Y | +14.9% | +311.6% | -296.7% | -10.6% |
| All | +171.7% | +906.4% | -734.7% | +79.7% |
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