-97.9%
AIMD vs SPY
+114.0%
-211.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -0.4% | +16.4% | +16.3% |
| 7D | +76.2% | +2.6% | +73.6% | +71.5% |
| 30D | +28.1% | -2.0% | +30.1% | +31.0% |
| 3M | -14.6% | -2.8% | -11.8% | -11.9% |
| 6M | -28.1% | +2.1% | -30.2% | -28.3% |
| YTD | -25.0% | +11.5% | -36.5% | -29.5% |
| 1Y | -52.3% | +13.5% | -65.8% | -55.7% |
| 3Y | -92.2% | +77.7% | -169.9% | -94.3% |
| 5Y | -99.5% | +72.6% | -172.1% | -99.6% |
| All | -97.9% | +114.0% | -211.9% | -99.1% |
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 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