-5.7%
AFGC vs SPY
+143.6%
-149.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.8% |
| 7D | +1.9% | -4.7% | +6.6% | +4.1% |
| 30D | -6.9% | -5.9% | -1.0% | -4.3% |
| 3M | -1.4% | -4.5% | +3.1% | +0.6% |
| 6M | -3.8% | +1.8% | -5.6% | -4.8% |
| YTD | -3.9% | +8.3% | -12.2% | -7.8% |
| 1Y | -7.4% | +9.3% | -16.7% | -11.6% |
| 3Y | -1.9% | +74.9% | -76.8% | -26.8% |
| 5Y | -14.4% | +67.3% | -81.6% | -35.0% |
| All | -5.7% | +143.6% | -149.4% | -50.8% |
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