-13.2%
AOSL vs SPY
+78.7%
-91.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +2.7% |
| 7D | +7.9% | +0.5% | +7.4% | +6.2% |
| 30D | -29.3% | -0.9% | -28.4% | -27.7% |
| 3M | -42.3% | +3.9% | -46.2% | -46.7% |
| 6M | +28.4% | +14.5% | +13.9% | -3.8% |
| YTD | +28.8% | +12.9% | +15.9% | -0.4% |
| 1Y | -10.7% | +19.4% | -30.0% | -38.5% |
| 3Y | -13.2% | +78.5% | -91.7% | -70.0% |
| All | -13.2% | +78.7% | -91.9% | -70.0% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling