-52.7%
AFYA vs SPY
+178.5%
-231.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | -0.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -27.7% | -3.3% | -24.3% | -25.7% |
| 3M | -23.2% | -2.4% | -20.8% | -21.8% |
| 6M | -23.4% | +2.6% | -26.0% | -26.0% |
| YTD | -27.7% | +11.2% | -38.9% | -35.3% |
| 1Y | -20.9% | +13.4% | -34.3% | -30.6% |
| 3Y | -34.0% | +79.9% | -113.9% | -64.0% |
| 5Y | -28.9% | +72.2% | -101.1% | -59.4% |
| All | -52.7% | +178.5% | -231.2% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling