+79.2%
AFK vs SPY
+315.0%
-235.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +0.9% |
| 7D | +7.7% | +0.1% | +7.6% | +7.5% |
| 30D | +2.0% | -3.3% | +5.3% | +4.5% |
| 3M | -3.5% | -2.4% | -1.1% | -1.7% |
| 6M | -3.3% | +2.6% | -5.9% | -5.1% |
| YTD | +2.5% | +11.2% | -8.8% | -4.9% |
| 1Y | +16.7% | +13.4% | +3.3% | +6.8% |
| 3Y | +111.4% | +79.9% | +31.5% | +38.2% |
| 5Y | +41.7% | +72.2% | -30.5% | -5.3% |
| 10Y | +79.2% | +307.3% | -228.1% | -41.5% |
| All | +79.2% | +315.0% | -235.8% | -41.5% |
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