+165.6%
AOTG vs SPY
+111.5%
+54.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.8% |
| 7D | -1.7% | -0.8% | -1.0% | -0.5% |
| 30D | +2.9% | -1.1% | +4.0% | +4.7% |
| 3M | +7.1% | +3.9% | +3.3% | +1.4% |
| 6M | +29.8% | +13.6% | +16.2% | +7.7% |
| YTD | +17.3% | +12.7% | +4.6% | -1.2% |
| 1Y | +23.2% | +17.5% | +5.7% | -2.3% |
| 3Y | +110.0% | +76.9% | +33.1% | -11.7% |
| All | +165.6% | +111.5% | +54.1% | -17.1% |
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