+19.2%
AFRI vs SPY
+78.1%
-58.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +6.4% | +2.6% | +3.8% | +4.9% |
| 30D | +9.6% | -2.0% | +11.5% | +10.7% |
| 3M | +24.6% | -2.8% | +27.3% | +26.5% |
| 6M | +30.6% | +2.1% | +28.5% | +29.1% |
| YTD | +19.6% | +11.5% | +8.1% | +12.6% |
| 1Y | +37.1% | +13.5% | +23.6% | +27.8% |
| 3Y | +19.2% | +77.7% | -58.5% | -19.8% |
| All | +19.2% | +78.1% | -58.9% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling