+158.4%
AOK vs SPY
+1,132.2%
-973.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +0.6% | +0.5% | 0.0% | +0.4% |
| 30D | -0.3% | -0.9% | +0.7% | 0.0% |
| 3M | +1.4% | +3.9% | -2.4% | +0.4% |
| 6M | +3.7% | +14.5% | -10.9% | 0.0% |
| YTD | +4.8% | +12.9% | -8.1% | +1.5% |
| 1Y | +7.0% | +19.4% | -12.3% | +2.2% |
| 3Y | +31.3% | +78.5% | -47.1% | +12.6% |
| 5Y | +18.4% | +81.8% | -63.3% | +0.4% |
| 10Y | +61.6% | +311.5% | -249.9% | +12.5% |
| All | +158.4% | +1,132.2% | -973.9% | +46.2% |
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