-99.9%
AQMS vs SPY
+304.1%
-404.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.5% |
| 7D | -0.7% | -0.6% | -0.1% | +0.2% |
| 30D | -30.5% | -3.7% | -26.9% | -26.8% |
| 3M | -48.4% | -2.7% | -45.6% | -46.1% |
| 6M | -70.8% | +2.2% | -73.0% | -71.5% |
| YTD | -70.6% | +10.8% | -81.5% | -74.1% |
| 1Y | -80.0% | +11.2% | -91.2% | -82.3% |
| 3Y | -99.2% | +76.5% | -175.7% | -99.6% |
| 5Y | -99.6% | +72.9% | -172.6% | -99.8% |
| 10Y | -99.9% | +304.8% | -404.8% | -100.0% |
| All | -99.9% | +304.1% | -404.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling