-62.8%
AARD vs SPY
+28.9%
-91.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.1% |
| 7D | -10.0% | +0.5% | -10.5% | -11.0% |
| 30D | -32.5% | -0.9% | -31.6% | -31.1% |
| 3M | +48.5% | +3.9% | +44.6% | +42.1% |
| 6M | -8.9% | +14.5% | -23.4% | -23.0% |
| YTD | -59.4% | +12.9% | -72.3% | -64.9% |
| 1Y | -35.0% | +19.4% | -54.4% | -47.1% |
| All | -62.8% | +28.9% | -91.6% | -72.6% |
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