-60.1%
AIOT vs SPY
+808.5%
-868.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -2.9% | -1.4% | -1.6% | -2.1% |
| 3M | -24.0% | +3.7% | -27.7% | -25.6% |
| 6M | -12.1% | +13.0% | -25.1% | -18.0% |
| YTD | -44.2% | +12.4% | -56.6% | -47.5% |
| 1Y | -40.0% | +18.5% | -58.5% | -45.1% |
| 3Y | +22.7% | +77.6% | -54.9% | -6.9% |
| 5Y | -57.3% | +81.7% | -139.0% | -68.0% |
| 10Y | -40.1% | +319.7% | -359.8% | -69.0% |
| All | -60.1% | +808.5% | -868.6% | -83.4% |
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