+21.6%
AFRI vs SPY
+104.5%
-82.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.9% | -2.7% | +1.8% | +0.1% |
| 30D | +1.2% | -5.4% | +6.6% | +3.1% |
| 3M | +17.9% | -4.1% | +22.0% | +19.6% |
| 6M | +21.8% | +0.7% | +21.1% | +21.6% |
| YTD | +12.4% | +8.7% | +3.8% | +9.4% |
| 1Y | +31.2% | +10.9% | +20.3% | +26.8% |
| 3Y | +12.8% | +75.0% | -62.2% | -2.5% |
| 5Y | +22.9% | +67.8% | -44.9% | +4.2% |
| All | +21.6% | +104.5% | -82.9% | +0.9% |
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