-37.5%
AHCO vs SPY
+218.6%
-256.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.0% |
| 7D | -6.6% | -0.8% | -5.9% | -6.1% |
| 30D | +5.0% | -1.1% | +6.1% | +5.9% |
| 3M | -40.0% | +3.9% | -43.9% | -42.0% |
| 6M | -37.8% | +13.6% | -51.5% | -43.8% |
| YTD | -39.2% | +12.7% | -51.8% | -44.7% |
| 1Y | -36.4% | +17.5% | -53.9% | -44.0% |
| 3Y | -43.3% | +76.9% | -120.2% | -62.2% |
| 5Y | -74.5% | +83.6% | -158.1% | -83.4% |
| All | -37.5% | +218.6% | -256.1% | -65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling