+34.0%
AFGB vs SPY
+235.3%
-201.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.2% |
| 7D | +3.2% | -0.4% | +3.5% | +3.2% |
| 30D | +3.0% | -1.4% | +4.3% | +3.3% |
| 3M | +4.4% | +3.7% | +0.7% | +3.4% |
| 6M | +1.0% | +13.0% | -12.0% | -2.1% |
| YTD | +2.1% | +12.4% | -10.3% | -0.9% |
| 1Y | -1.2% | +18.5% | -19.8% | -5.4% |
| 3Y | +9.1% | +77.6% | -68.6% | -6.0% |
| 5Y | +4.5% | +81.7% | -77.2% | -11.3% |
| All | +34.0% | +235.3% | -201.3% | +4.3% |
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 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