-90.8%
AIMD vs SPY
+76.5%
-167.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -6.3% | -0.4% | -6.0% | -6.0% |
| 30D | +3.5% | -1.4% | +4.9% | +5.0% |
| 3M | -27.5% | +3.7% | -31.2% | -30.1% |
| 6M | 0.0% | +13.0% | -13.0% | -9.5% |
| YTD | -9.8% | +12.4% | -22.2% | -17.7% |
| 1Y | -56.2% | +18.5% | -74.7% | -61.1% |
| All | -90.8% | +76.5% | -167.3% | -90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling