-84.2%
AIRS vs SPY
+77.3%
-161.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -6.8% |
| 7D | -5.5% | -2.0% | -3.5% | -1.5% |
| 30D | -25.3% | -1.7% | -23.7% | -22.3% |
| 3M | -51.7% | +4.7% | -56.4% | -55.8% |
| 6M | +25.0% | +12.5% | +12.5% | +0.1% |
| YTD | +21.2% | +11.7% | +9.5% | -0.7% |
| 1Y | -60.7% | +17.5% | -78.1% | -70.3% |
| 3Y | -67.4% | +76.6% | -144.0% | -88.1% |
| All | -84.2% | +77.3% | -161.5% | -93.6% |
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