-15.3%
AFGC vs SPY
+72.1%
-87.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -2.4% | +2.6% | -5.0% | -3.2% |
| 30D | -7.1% | -2.0% | -5.2% | -6.6% |
| 3M | -4.7% | -2.8% | -1.9% | -3.9% |
| 6M | -6.3% | +2.1% | -8.5% | -7.1% |
| YTD | -6.9% | +11.5% | -18.4% | -10.5% |
| 1Y | -9.1% | +13.5% | -22.6% | -13.2% |
| 3Y | +2.7% | +77.7% | -75.0% | -17.1% |
| All | -15.3% | +72.1% | -87.4% | -32.9% |
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