-33.9%
AFYA vs SPY
+67.0%
-100.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | +0.1% |
| 7D | -0.2% | -4.7% | +4.5% | +3.6% |
| 30D | -27.1% | -5.9% | -21.1% | -23.7% |
| 3M | -25.5% | -4.5% | -21.0% | -23.0% |
| 6M | -27.1% | +1.8% | -28.9% | -29.0% |
| YTD | -31.2% | +8.3% | -39.6% | -36.4% |
| 1Y | -26.0% | +9.3% | -35.4% | -32.2% |
| 3Y | -37.2% | +74.9% | -112.1% | -63.6% |
| 5Y | -33.9% | +67.3% | -101.2% | -61.0% |
| All | -33.9% | +67.0% | -100.9% | -61.0% |
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 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