+115.9%
AFMC vs SPY
+167.7%
-51.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +0.7% |
| 7D | -0.9% | +0.1% | -0.9% | -1.0% |
| 30D | 0.0% | -3.3% | +3.3% | +3.1% |
| 3M | -3.3% | -2.4% | -0.9% | -1.2% |
| 6M | +3.3% | +2.6% | +0.8% | +0.7% |
| YTD | +17.5% | +11.2% | +6.2% | +6.1% |
| 1Y | +20.6% | +13.4% | +7.2% | +7.0% |
| 3Y | +78.8% | +79.9% | -1.1% | +2.7% |
| 5Y | +56.6% | +72.2% | -15.6% | -6.4% |
| All | +115.9% | +167.7% | -51.8% | -11.4% |
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