+5,366.7%
AOS vs SPY
+3,091.8%
+2,274.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -4.3% | +0.1% | -4.3% | -4.3% |
| 3M | +6.7% | +2.0% | +4.7% | +5.0% |
| 6M | -16.6% | +13.0% | -29.6% | -24.7% |
| YTD | -8.1% | +13.5% | -21.6% | -17.4% |
| 1Y | -14.9% | +20.0% | -34.8% | -27.1% |
| 3Y | -12.9% | +77.2% | -90.1% | -46.9% |
| 5Y | -9.3% | +81.9% | -91.1% | -45.8% |
| 10Y | +48.3% | +314.1% | -265.8% | -55.9% |
| All | +5,366.7% | +3,091.8% | +2,274.9% | +420.9% |
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