-90.9%
AKA vs SPY
+85.4%
-176.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.5% |
| 7D | -2.2% | -2.0% | -0.2% | +0.3% |
| 30D | +3.0% | -1.7% | +4.7% | +5.1% |
| 3M | +21.5% | +4.7% | +16.7% | +13.9% |
| 6M | +10.6% | +12.5% | -1.9% | -5.7% |
| YTD | +2.1% | +11.7% | -9.7% | -12.1% |
| 1Y | +3.5% | +17.5% | -14.0% | -16.8% |
| 3Y | +73.3% | +76.6% | -3.2% | -19.4% |
| All | -90.9% | +85.4% | -176.2% | -95.6% |
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