+13.2%
AFK vs SPY
+754.7%
-741.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | +8.8% | +0.1% | +8.8% | +8.8% |
| 3M | +8.8% | +2.0% | +6.8% | +7.4% |
| 6M | +6.5% | +13.0% | -6.5% | -1.9% |
| YTD | +11.3% | +13.5% | -2.2% | +2.3% |
| 1Y | +34.7% | +20.0% | +14.8% | +19.3% |
| 3Y | +110.7% | +77.2% | +33.5% | +41.9% |
| 5Y | +51.8% | +81.9% | -30.1% | -0.7% |
| 10Y | +91.5% | +314.1% | -222.5% | -29.2% |
| All | +13.2% | +754.7% | -741.5% | -72.1% |
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