-69.8%
AIRO vs SPY
+29.5%
-99.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +2.0% |
| 7D | -2.0% | -0.8% | -1.3% | +0.3% |
| 30D | -14.6% | -1.1% | -13.5% | -11.3% |
| 3M | -14.3% | +3.9% | -18.2% | -21.7% |
| 6M | -31.0% | +13.6% | -44.6% | -48.8% |
| YTD | -11.4% | +12.7% | -24.0% | -32.6% |
| 1Y | -63.5% | +17.5% | -81.0% | -76.2% |
| All | -69.8% | +29.5% | -99.3% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling