-82.2%
AIRS vs SPY
+79.2%
-161.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.1% |
| 7D | +11.5% | +0.5% | +11.0% | +10.3% |
| 30D | -46.0% | -0.9% | -45.1% | -44.7% |
| 3M | -46.2% | +3.9% | -50.1% | -50.0% |
| 6M | +29.4% | +14.5% | +14.9% | -0.2% |
| YTD | +36.6% | +12.9% | +23.7% | +9.3% |
| 1Y | -56.4% | +19.4% | -75.7% | -68.2% |
| 3Y | -63.3% | +78.5% | -141.8% | -86.8% |
| All | -82.2% | +79.2% | -161.4% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling