-71.3%
AIRO vs SPY
+29.2%
-100.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -4.8% |
| 7D | 0.0% | -0.4% | +0.4% | +1.1% |
| 30D | -18.5% | -1.4% | -17.1% | -14.6% |
| 3M | -20.3% | +3.7% | -24.0% | -26.6% |
| 6M | -34.8% | +13.0% | -47.8% | -50.9% |
| YTD | -15.9% | +12.4% | -28.3% | -35.6% |
| 1Y | -64.1% | +18.5% | -82.6% | -77.6% |
| All | -71.3% | +29.2% | -100.5% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling