+8.1%
AFRI vs SPY
+113.7%
-105.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +5.1% | +0.1% | +5.1% | +5.1% |
| 3M | +10.9% | +2.0% | +8.9% | +10.1% |
| 6M | +11.5% | +13.0% | -1.5% | +7.1% |
| YTD | 0.0% | +13.5% | -13.5% | -4.1% |
| 1Y | +31.5% | +20.0% | +11.5% | +23.7% |
| 3Y | +0.4% | +77.2% | -76.8% | -14.2% |
| 5Y | +10.2% | +81.9% | -71.7% | -8.1% |
| All | +8.1% | +113.7% | -105.5% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling