+59.8%
AOSL vs SPY
+735.3%
-675.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.5% |
| 7D | +27.7% | -0.6% | +28.3% | +30.4% |
| 30D | +1.5% | -3.7% | +5.2% | +9.6% |
| 3M | -18.2% | -2.7% | -15.4% | -12.9% |
| 6M | -25.4% | +2.2% | -27.6% | -24.4% |
| YTD | +42.8% | +10.8% | +31.9% | +29.5% |
| 1Y | +42.0% | +11.2% | +30.7% | +28.3% |
| 3Y | +34.8% | +76.5% | -41.7% | -30.1% |
| 5Y | -33.6% | +72.9% | -106.5% | -61.8% |
| 10Y | +41.0% | +304.8% | -263.8% | -67.1% |
| All | +59.8% | +735.3% | -675.5% | -83.0% |
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 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