-0.2%
AORT vs SPY
+81.0%
-81.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.8% |
| 7D | -4.3% | -0.4% | -3.9% | -4.0% |
| 30D | -4.1% | -1.4% | -2.8% | -2.9% |
| 3M | +20.8% | +3.7% | +17.1% | +16.0% |
| 6M | -30.1% | +13.0% | -43.1% | -38.8% |
| YTD | -44.7% | +12.4% | -57.1% | -51.4% |
| 1Y | -40.6% | +18.5% | -59.1% | -50.7% |
| 3Y | +62.0% | +77.6% | -15.6% | -16.1% |
| 5Y | -0.2% | +81.7% | -81.9% | -50.7% |
| All | -0.2% | +81.0% | -81.2% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling