-46.5%
AOSL vs SPY
+67.4%
-113.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.8% | +0.3% | +27.4% | +27.0% |
| 7D | +2.7% | -2.7% | +5.4% | +10.4% |
| 30D | -19.3% | -5.4% | -13.9% | -6.5% |
| 3M | -29.2% | -4.1% | -25.1% | -20.5% |
| 6M | -52.1% | +0.7% | -52.8% | -50.3% |
| YTD | +19.2% | +8.7% | +10.5% | +5.4% |
| 1Y | +20.2% | +10.9% | +9.3% | +1.5% |
| 3Y | -7.2% | +75.0% | -82.2% | -66.7% |
| All | -46.5% | +67.4% | -113.9% | -74.1% |
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