-7.4%
AFGC vs SPY
+152.5%
-159.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | -2.0% | -0.9% | -1.0% | -1.6% |
| 30D | -7.7% | -2.4% | -5.3% | -6.7% |
| 3M | -3.0% | -1.2% | -1.8% | -2.6% |
| 6M | -5.4% | +3.3% | -8.7% | -7.1% |
| YTD | -5.6% | +12.3% | -17.9% | -10.9% |
| 1Y | -9.5% | +12.4% | -22.0% | -14.7% |
| 3Y | +4.2% | +78.8% | -74.6% | -22.9% |
| 5Y | -14.1% | +75.2% | -89.2% | -36.2% |
| All | -7.4% | +152.5% | -159.9% | -52.5% |
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