-97.5%
AIMD vs SPY
+116.3%
-213.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -10.0% | -0.8% | -9.2% | -9.4% |
| 30D | -3.4% | -1.1% | -2.3% | -2.5% |
| 3M | -25.0% | +3.9% | -28.9% | -27.3% |
| 6M | -5.9% | +13.6% | -19.5% | -13.6% |
| YTD | -12.2% | +12.7% | -24.9% | -18.8% |
| 1Y | -60.1% | +17.5% | -77.6% | -63.8% |
| 3Y | -91.0% | +76.9% | -167.9% | -93.5% |
| 5Y | -99.5% | +83.6% | -183.1% | -99.7% |
| All | -97.5% | +116.3% | -213.8% | -99.0% |
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