-53.8%
AIRJ vs SPY
+81.6%
-135.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -23.2% | +0.1% | -23.2% | -23.2% |
| 3M | -21.1% | +2.0% | -23.1% | -21.4% |
| 6M | +38.9% | +13.0% | +25.9% | +32.8% |
| YTD | +16.0% | +13.5% | +2.4% | +10.9% |
| 1Y | -0.7% | +20.0% | -20.6% | -6.3% |
| 3Y | -56.8% | +77.2% | -134.0% | -60.4% |
| All | -53.8% | +81.6% | -135.4% | -57.7% |
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