+28.7%
AFRI vs SPY
+110.6%
-81.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +6.3% | +3.3% | +3.0% | +5.2% |
| 30D | +3.4% | -2.7% | +6.1% | +4.4% |
| 3M | +21.5% | -1.7% | +23.2% | +22.2% |
| 6M | +31.0% | +3.1% | +28.0% | +29.8% |
| YTD | +19.0% | +11.9% | +7.1% | +14.7% |
| 1Y | +40.4% | +12.0% | +28.4% | +35.2% |
| 3Y | +18.0% | +78.2% | -60.2% | +1.1% |
| 5Y | +30.1% | +73.2% | -43.1% | +9.2% |
| All | +28.7% | +110.6% | -81.8% | +5.8% |
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