-5.7%
AFGC vs SPY
+150.2%
-155.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | -0.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -7.0% | -3.3% | -3.7% | -5.6% |
| 3M | -1.3% | -2.4% | +1.2% | -0.2% |
| 6M | -3.8% | +2.6% | -6.4% | -5.1% |
| YTD | -3.9% | +11.2% | -15.1% | -8.9% |
| 1Y | -7.6% | +13.4% | -21.0% | -13.3% |
| 3Y | +6.1% | +79.9% | -73.8% | -21.8% |
| 5Y | -14.6% | +72.2% | -86.8% | -36.0% |
| All | -5.7% | +150.2% | -155.9% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling