+200.8%
AA vs SPY
+3,027.0%
-2,826.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +2.6% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | -0.6% | -3.3% | +2.7% | +4.1% |
| 3M | -16.3% | -2.4% | -13.8% | -13.4% |
| 6M | -33.4% | +2.6% | -36.0% | -35.2% |
| YTD | -20.7% | +11.2% | -31.9% | -30.9% |
| 1Y | +12.9% | +13.4% | -0.5% | -3.7% |
| 3Y | +75.7% | +79.9% | -4.2% | -16.1% |
| 5Y | -6.8% | +72.2% | -79.0% | -51.1% |
| 10Y | +53.6% | +307.3% | -253.7% | -70.7% |
| All | +200.8% | +3,027.0% | -2,826.2% | -90.7% |
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