-39.7%
AHCO vs SPY
+215.9%
-255.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.0% |
| 7D | -8.9% | -2.0% | -6.9% | -7.6% |
| 30D | +3.5% | -1.7% | +5.2% | +4.8% |
| 3M | -41.1% | +4.7% | -45.8% | -43.4% |
| 6M | -39.7% | +12.5% | -52.2% | -45.1% |
| YTD | -41.3% | +11.7% | -53.0% | -46.3% |
| 1Y | -36.1% | +17.5% | -53.6% | -43.8% |
| 3Y | -45.7% | +76.6% | -122.3% | -63.8% |
| 5Y | -75.4% | +82.0% | -157.4% | -83.9% |
| All | -39.7% | +215.9% | -255.6% | -66.2% |
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