-55.0%
AFYA vs SPY
+171.2%
-226.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | +0.6% |
| 7D | -0.2% | -4.7% | +4.5% | +4.1% |
| 30D | -27.1% | -5.9% | -21.1% | -23.3% |
| 3M | -25.5% | -4.5% | -21.0% | -22.7% |
| 6M | -27.1% | +1.8% | -28.9% | -29.2% |
| YTD | -31.2% | +8.3% | -39.6% | -37.0% |
| 1Y | -26.0% | +9.3% | -35.4% | -32.9% |
| 3Y | -37.2% | +74.9% | -112.1% | -64.9% |
| 5Y | -33.9% | +67.3% | -101.2% | -61.2% |
| All | -55.0% | +171.2% | -226.2% | -85.8% |
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