-58.1%
AQB vs SPY
+78.1%
-136.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.8% |
| 7D | -8.0% | +2.6% | -10.6% | -9.3% |
| 30D | -13.5% | -2.0% | -11.5% | -12.3% |
| 3M | -40.0% | -2.8% | -37.2% | -38.9% |
| 6M | +4.5% | +2.1% | +2.4% | +3.8% |
| YTD | -3.2% | +11.5% | -14.7% | -8.2% |
| 1Y | -11.8% | +13.5% | -25.2% | -17.0% |
| 3Y | -58.1% | +77.7% | -135.8% | -56.8% |
| All | -58.1% | +78.1% | -136.2% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling