-97.2%
AIMD vs SPY
+117.9%
-215.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.9% |
| 7D | +13.5% | +0.1% | +13.4% | +13.4% |
| 30D | +12.7% | +0.1% | +12.6% | +12.6% |
| 3M | -28.3% | +2.0% | -30.2% | -29.2% |
| 6M | +6.0% | +13.0% | -7.1% | -2.5% |
| YTD | -2.4% | +13.5% | -16.0% | -10.3% |
| 1Y | -55.9% | +20.0% | -75.9% | -60.6% |
| 3Y | -89.5% | +77.2% | -166.7% | -92.4% |
| 5Y | -99.5% | +81.9% | -181.3% | -99.6% |
| All | -97.2% | +117.9% | -215.2% | -98.9% |
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