+258.4%
AA vs SPY
+3,091.8%
-2,833.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +5.0% | +0.1% | +4.9% | +4.9% |
| 3M | -35.8% | +2.0% | -37.8% | -37.3% |
| 6M | -18.4% | +13.0% | -31.4% | -30.6% |
| YTD | -5.5% | +13.5% | -19.0% | -20.0% |
| 1Y | +61.0% | +20.0% | +41.0% | +27.6% |
| 3Y | +66.2% | +77.2% | -11.0% | -18.8% |
| 5Y | +11.4% | +81.9% | -70.5% | -45.7% |
| 10Y | +116.9% | +314.1% | -197.2% | -59.5% |
| All | +258.4% | +3,091.8% | -2,833.3% | -89.2% |
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