-53.4%
AFYA vs SPY
+172.1%
-225.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.2% |
| 7D | +0.5% | -2.7% | +3.2% | +2.9% |
| 30D | -24.5% | -5.4% | -19.1% | -20.9% |
| 3M | -24.5% | -4.1% | -20.4% | -21.9% |
| 6M | -26.2% | +0.7% | -26.9% | -27.5% |
| YTD | -28.8% | +8.7% | -37.5% | -35.0% |
| 1Y | -22.3% | +10.9% | -33.2% | -30.5% |
| 3Y | -35.3% | +75.0% | -110.3% | -63.8% |
| 5Y | -31.6% | +67.8% | -99.4% | -60.0% |
| All | -53.4% | +172.1% | -225.5% | -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