+2,593.5%
AIRT vs SPY
+3,091.8%
-498.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | -1.2% | +0.1% | -1.4% | -1.3% |
| 30D | -0.8% | +0.1% | -0.8% | -0.8% |
| 3M | +41.1% | +2.0% | +39.1% | +40.0% |
| 6M | +52.1% | +13.0% | +39.1% | +45.3% |
| YTD | +66.2% | +13.5% | +52.7% | +58.5% |
| 1Y | +45.1% | +20.0% | +25.1% | +35.5% |
| 3Y | +46.7% | +77.2% | -30.5% | +17.2% |
| 5Y | -8.5% | +81.9% | -90.4% | -27.7% |
| 10Y | +136.7% | +314.1% | -177.4% | +43.2% |
| All | +2,593.5% | +3,091.8% | -498.2% | +698.6% |
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 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