-55.5%
AFCG vs SPY
+79.8%
-135.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.1% |
| 7D | -6.4% | -2.0% | -4.4% | -4.5% |
| 30D | +23.3% | -1.7% | +24.9% | +25.3% |
| 3M | +1.0% | +4.7% | -3.8% | -3.4% |
| 6M | +32.9% | +12.5% | +20.4% | +18.7% |
| YTD | +23.1% | +11.7% | +11.4% | +11.1% |
| 1Y | -19.1% | +17.5% | -36.5% | -30.1% |
| 3Y | -45.1% | +76.6% | -121.7% | -65.9% |
| 5Y | -55.5% | +82.0% | -137.6% | -73.3% |
| All | -55.5% | +79.8% | -135.3% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling