+13.7%
AFRI vs SPY
+78.4%
-64.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +2.0% | -0.6% | +2.6% | +2.4% |
| 30D | -0.6% | -3.7% | +3.1% | +1.5% |
| 3M | +17.7% | -2.7% | +20.4% | +19.5% |
| 6M | +24.5% | +2.2% | +22.3% | +23.1% |
| YTD | +14.7% | +10.8% | +3.9% | +8.4% |
| 1Y | +31.6% | +11.2% | +20.4% | +24.0% |
| 3Y | +13.7% | +76.5% | -62.8% | -23.4% |
| All | +13.7% | +78.4% | -64.7% | -23.4% |
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 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