-50.4%
AIRG vs SPY
+306.7%
-357.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +7.4% |
| 7D | -1.7% | +2.6% | -4.3% | -4.1% |
| 30D | -2.0% | -2.0% | 0.0% | 0.0% |
| 3M | -23.2% | -2.8% | -20.4% | -21.1% |
| 6M | -40.3% | +2.1% | -42.4% | -41.4% |
| YTD | -2.2% | +11.5% | -13.7% | -12.0% |
| 1Y | +29.3% | +13.5% | +15.9% | +13.9% |
| 3Y | +88.2% | +77.7% | +10.5% | +6.3% |
| 5Y | -62.8% | +72.6% | -135.4% | -78.7% |
| 10Y | -74.0% | +308.2% | -382.1% | -96.9% |
| All | -50.4% | +306.7% | -357.1% | -93.8% |
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