-2.8%
AFGC vs SPY
+155.3%
-158.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +1.6% | +0.1% | +1.6% | +1.6% |
| 3M | +1.9% | +2.0% | -0.1% | +0.8% |
| 6M | -1.9% | +13.0% | -14.9% | -7.6% |
| YTD | -0.9% | +13.5% | -14.5% | -6.9% |
| 1Y | -2.0% | +20.0% | -22.0% | -10.4% |
| 3Y | +8.1% | +77.2% | -69.1% | -19.6% |
| 5Y | -10.7% | +81.9% | -92.6% | -35.1% |
| All | -2.8% | +155.3% | -158.1% | -50.3% |
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