-63.0%
AFRU vs SPY
+17.1%
-80.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +2.4% |
| 7D | +4.4% | +0.5% | +3.9% | +1.6% |
| 30D | -11.8% | -0.9% | -10.9% | -6.3% |
| 3M | +7.2% | +3.9% | +3.3% | -7.9% |
| 6M | +48.9% | +14.5% | +34.4% | -16.5% |
| YTD | -35.9% | +12.9% | -48.8% | -60.4% |
| All | -63.0% | +17.1% | -80.1% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling