+112.4%
AFSM vs SPY
+173.3%
-60.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +5.4% | +2.0% | +3.4% | +3.2% |
| 6M | +17.1% | +13.0% | +4.1% | +3.7% |
| YTD | +23.4% | +13.5% | +9.9% | +8.9% |
| 1Y | +24.7% | +20.0% | +4.7% | +4.2% |
| 3Y | +62.4% | +77.2% | -14.8% | -7.5% |
| 5Y | +57.0% | +81.9% | -24.8% | -12.8% |
| All | +112.4% | +173.3% | -60.9% | -16.2% |
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