-77.7%
AIMD vs SPY
+14.6%
-92.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | +1.7% | +16.1% | +13.0% |
| 7D | -10.0% | -0.7% | -9.3% | -7.2% |
| 30D | -45.1% | -1.0% | -44.1% | -42.8% |
| 3M | -48.2% | -0.3% | -47.9% | -47.1% |
| 6M | -57.3% | +7.3% | -64.6% | -63.8% |
| YTD | -55.5% | +13.3% | -68.8% | -66.7% |
| 1Y | -77.7% | +14.8% | -92.5% | -84.1% |
| All | -77.7% | +14.6% | -92.4% | -84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling