+37.1%
AFRI vs SPY
+12.1%
+25.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +6.4% | +2.6% | +3.8% | +5.0% |
| 30D | +9.6% | -2.0% | +11.5% | +10.5% |
| 3M | +24.6% | -2.8% | +27.3% | +26.0% |
| 6M | +30.6% | +2.1% | +28.5% | +29.9% |
| YTD | +19.6% | +11.5% | +8.1% | +13.5% |
| 1Y | +37.1% | +13.5% | +23.6% | +30.4% |
| All | +37.1% | +12.1% | +25.1% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling