-95.3%
AIRS vs SPY
+77.6%
-172.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.4% | -10.3% | -9.9% |
| 7D | -50.0% | +3.3% | -53.3% | -53.4% |
| 30D | -55.6% | -2.7% | -52.9% | -52.5% |
| 3M | -77.8% | -1.7% | -76.1% | -76.5% |
| 6M | -82.7% | +3.1% | -85.8% | -83.2% |
| YTD | -63.6% | +11.9% | -75.5% | -69.8% |
| 1Y | -88.2% | +12.0% | -100.2% | -90.1% |
| 3Y | -87.1% | +78.2% | -165.3% | -95.3% |
| 5Y | -95.0% | +73.2% | -168.3% | -97.8% |
| All | -95.3% | +77.6% | -172.8% | -98.0% |
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