-9.1%
AFGC vs SPY
+151.6%
-160.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -3.6% | +3.3% | -6.9% | -5.0% |
| 30D | -9.5% | -2.7% | -6.8% | -8.5% |
| 3M | -4.7% | -1.7% | -3.0% | -4.0% |
| 6M | -7.0% | +3.1% | -10.1% | -8.5% |
| YTD | -7.3% | +11.9% | -19.2% | -12.4% |
| 1Y | -10.4% | +12.0% | -22.4% | -15.4% |
| 3Y | +2.3% | +78.2% | -75.9% | -24.2% |
| 5Y | -16.1% | +73.2% | -89.4% | -37.4% |
| All | -9.1% | +151.6% | -160.7% | -53.3% |
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 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