+66.7%
AFOS vs SPY
+27.6%
+39.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -4.7% |
| 7D | -4.0% | -0.7% | -3.3% | -3.1% |
| 30D | -8.2% | -1.0% | -7.2% | -6.8% |
| 3M | -7.9% | -0.3% | -7.6% | -7.4% |
| 6M | +1.0% | +7.3% | -6.3% | -8.4% |
| YTD | +22.5% | +13.3% | +9.1% | +3.4% |
| 1Y | +30.8% | +14.8% | +16.0% | +8.7% |
| All | +66.7% | +27.6% | +39.1% | +23.0% |
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