+389.2%
AIRR vs SPY
+382.8%
+6.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.1% |
| 7D | -4.9% | -2.7% | -2.2% | -1.9% |
| 30D | -10.3% | -5.4% | -4.9% | -4.4% |
| 3M | -22.6% | -4.1% | -18.5% | -18.8% |
| 6M | -28.9% | +0.7% | -29.7% | -29.2% |
| YTD | -4.6% | +8.7% | -13.3% | -12.4% |
| 1Y | -3.3% | +10.9% | -14.1% | -13.0% |
| 3Y | +90.6% | +75.0% | +15.7% | +4.7% |
| 5Y | +101.9% | +67.8% | +34.1% | +16.1% |
| 10Y | +400.4% | +312.9% | +87.6% | +6.5% |
| All | +389.2% | +382.8% | +6.4% | -13.7% |
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