+33.4%
AOSL vs SPY
+719.0%
-685.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.8% | +0.3% | +27.4% | +27.3% |
| 7D | +2.7% | -2.7% | +5.4% | +7.9% |
| 30D | -19.3% | -5.4% | -13.9% | -10.9% |
| 3M | -29.2% | -4.1% | -25.1% | -23.3% |
| 6M | -52.1% | +0.7% | -52.8% | -50.6% |
| YTD | +19.2% | +8.7% | +10.5% | +10.8% |
| 1Y | +20.2% | +10.9% | +9.3% | +8.5% |
| 3Y | -7.2% | +75.0% | -82.2% | -51.5% |
| 5Y | -44.5% | +67.8% | -112.3% | -66.9% |
| 10Y | +28.3% | +312.9% | -284.5% | -70.5% |
| All | +33.4% | +719.0% | -685.6% | -85.4% |
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