-96.1%
AKBA vs SPY
+407.6%
-503.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.2% | +6.4% |
| 7D | +9.0% | +0.5% | +8.4% | +8.1% |
| 30D | +13.2% | -0.9% | +14.1% | +14.6% |
| 3M | +10.0% | +3.9% | +6.2% | +3.9% |
| 6M | -18.9% | +14.5% | -33.4% | -33.2% |
| YTD | -36.0% | +12.9% | -48.9% | -46.3% |
| 1Y | -67.1% | +19.4% | -86.5% | -74.6% |
| 3Y | -19.5% | +78.5% | -98.0% | -65.4% |
| 5Y | -65.0% | +81.8% | -146.7% | -84.5% |
| 10Y | -87.7% | +311.5% | -399.3% | -97.8% |
| All | -96.1% | +407.6% | -503.7% | -99.6% |
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