+56.7%
AFOS vs SPY
+22.0%
+34.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | +0.2% |
| 7D | -9.7% | -4.7% | -5.0% | -3.3% |
| 30D | -14.4% | -5.9% | -8.4% | -6.5% |
| 3M | -12.7% | -4.5% | -8.2% | -6.7% |
| 6M | -6.6% | +1.8% | -8.4% | -8.7% |
| YTD | +15.1% | +8.3% | +6.8% | +3.6% |
| 1Y | +21.9% | +9.3% | +12.6% | +8.5% |
| All | +56.7% | +22.0% | +34.7% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling