-86.2%
AIRS vs SPY
+78.4%
-164.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -0.4% | +14.6% | +15.1% |
| 7D | -53.0% | -0.6% | -52.4% | -52.1% |
| 30D | -52.4% | -3.7% | -48.7% | -47.7% |
| 3M | -72.0% | -2.7% | -69.2% | -69.5% |
| 6M | -80.0% | +2.2% | -82.2% | -80.3% |
| YTD | -61.1% | +10.8% | -71.9% | -67.5% |
| 1Y | -87.8% | +11.2% | -99.1% | -89.8% |
| 3Y | -86.2% | +76.5% | -162.7% | -96.4% |
| All | -86.2% | +78.4% | -164.5% | -96.4% |
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