+25.5%
AFRI vs SPY
+109.3%
-83.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +2.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +0.6% | -3.3% | +4.0% | +1.8% |
| 3M | +14.5% | -2.4% | +16.9% | +15.5% |
| 6M | +26.0% | +2.6% | +23.4% | +25.0% |
| YTD | +16.0% | +11.2% | +4.8% | +12.1% |
| 1Y | +36.0% | +13.4% | +22.6% | +30.5% |
| 3Y | +16.9% | +79.9% | -63.0% | +0.1% |
| 5Y | +27.0% | +72.2% | -45.2% | +6.8% |
| All | +25.5% | +109.3% | -83.8% | +3.4% |
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