+467.3%
AIRR vs SPY
+404.5%
+62.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -10.9% | +0.1% | -11.0% | -11.0% |
| 3M | -17.5% | +2.0% | -19.5% | -19.1% |
| 6M | -7.8% | +13.0% | -20.8% | -19.2% |
| YTD | +10.6% | +13.5% | -2.9% | -3.5% |
| 1Y | +18.3% | +20.0% | -1.7% | -2.6% |
| 3Y | +96.8% | +77.2% | +19.7% | +6.5% |
| 5Y | +157.3% | +81.9% | +75.4% | +35.0% |
| 10Y | +459.2% | +314.1% | +145.1% | +18.5% |
| All | +467.3% | +404.5% | +62.8% | -4.9% |
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 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