-99.8%
AQB vs SPY
+295.1%
-394.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.3% |
| 7D | -8.0% | +0.1% | -8.1% | -8.1% |
| 30D | +16.2% | +0.1% | +16.1% | +16.2% |
| 3M | +16.5% | +2.0% | +14.5% | +14.6% |
| 6M | +23.7% | +13.0% | +10.6% | +12.8% |
| YTD | +23.7% | +13.5% | +10.1% | +12.3% |
| 1Y | -10.2% | +20.0% | -30.1% | -21.5% |
| 3Y | -77.8% | +77.2% | -155.0% | -85.7% |
| 5Y | -98.7% | +81.9% | -180.6% | -99.2% |
| All | -99.8% | +295.1% | -394.9% | -99.8% |
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 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