+1.6%
AOMN vs SPY
+40.4%
-38.8%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.1% | -2.0% | +1.9% | +0.1% |
| 30D | +0.7% | -1.7% | +2.4% | +0.9% |
| 3M | +0.8% | +4.7% | -3.9% | +0.2% |
| 6M | +0.2% | +12.5% | -12.3% | -1.5% |
| YTD | -1.1% | +11.7% | -12.8% | -2.7% |
| 1Y | -0.2% | +17.5% | -17.7% | -2.7% |
| All | +1.6% | +40.4% | -38.8% | -5.2% |
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