+40.4%
AFRI vs SPY
+11.8%
+28.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +6.3% | +3.3% | +3.0% | +4.7% |
| 30D | +3.4% | -2.7% | +6.1% | +4.4% |
| 3M | +21.5% | -1.7% | +23.2% | +22.3% |
| 6M | +31.0% | +3.1% | +28.0% | +30.0% |
| YTD | +19.0% | +11.9% | +7.1% | +13.5% |
| 1Y | +40.4% | +12.0% | +28.4% | +33.4% |
| All | +40.4% | +11.8% | +28.7% | +33.4% |
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