-98.2%
AKBA vs SPY
+401.2%
-499.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.5% | -4.3% |
| 7D | +18.2% | +2.6% | +15.6% | +14.9% |
| 30D | -32.5% | -2.0% | -30.5% | -27.3% |
| 3M | -45.5% | -2.8% | -42.7% | -40.6% |
| 6M | -59.8% | +2.1% | -62.0% | -59.2% |
| YTD | -70.6% | +11.5% | -82.0% | -73.7% |
| 1Y | -73.1% | +13.5% | -86.5% | -76.5% |
| 3Y | -48.6% | +77.7% | -126.3% | -76.8% |
| 5Y | -83.5% | +72.6% | -156.1% | -91.8% |
| 10Y | -94.6% | +308.2% | -402.8% | -99.0% |
| All | -98.2% | +401.2% | -499.4% | -99.8% |
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