-54.2%
AFYA vs SPY
+180.2%
-234.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.4% |
| 7D | +1.8% | +3.3% | -1.5% | -1.1% |
| 30D | -28.9% | -2.7% | -26.2% | -27.4% |
| 3M | -24.8% | -1.7% | -23.1% | -23.9% |
| 6M | -27.2% | +3.1% | -30.3% | -30.0% |
| YTD | -30.0% | +11.9% | -41.9% | -37.7% |
| 1Y | -25.4% | +12.0% | -37.3% | -33.7% |
| 3Y | -37.3% | +78.2% | -115.5% | -65.5% |
| 5Y | -29.6% | +73.2% | -102.9% | -60.0% |
| All | -54.2% | +180.2% | -234.3% | -86.0% |
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