-51.9%
AIRG vs SPY
+309.6%
-361.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.3% | -7.9% | -7.8% |
| 7D | -9.0% | -0.9% | -8.1% | -8.1% |
| 30D | -5.2% | -2.4% | -2.8% | -2.9% |
| 3M | -27.9% | -1.2% | -26.8% | -27.1% |
| 6M | -45.4% | +3.3% | -48.7% | -47.0% |
| YTD | -5.2% | +12.3% | -17.5% | -15.2% |
| 1Y | -3.4% | +12.4% | -15.8% | -13.8% |
| 3Y | +129.9% | +78.8% | +51.0% | +29.1% |
| 5Y | -63.2% | +75.2% | -138.3% | -79.3% |
| 10Y | -74.8% | +311.1% | -385.9% | -97.0% |
| All | -51.9% | +309.6% | -361.5% | -94.0% |
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