+118.8%
AOD vs SPY
+639.3%
-520.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +1.9% | +0.1% | +1.8% | +1.8% |
| 3M | +5.6% | +2.0% | +3.7% | +3.6% |
| 6M | +12.3% | +13.0% | -0.7% | +0.2% |
| YTD | +19.1% | +13.5% | +5.5% | +5.8% |
| 1Y | +32.7% | +20.0% | +12.8% | +12.0% |
| 3Y | +88.7% | +77.2% | +11.5% | +9.2% |
| 5Y | +71.7% | +81.9% | -10.2% | -4.2% |
| 10Y | +249.7% | +314.1% | -64.4% | -14.6% |
| All | +118.8% | +639.3% | -520.6% | -72.1% |
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