-18.5%
AQMS vs SPY
+19.3%
-37.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -0.7% |
| 7D | +3.9% | +0.5% | +3.3% | +2.8% |
| 30D | +3.1% | -0.9% | +4.1% | +5.0% |
| 3M | -16.9% | +3.9% | -20.8% | -22.3% |
| 6M | -38.2% | +14.5% | -52.7% | -51.4% |
| YTD | -38.5% | +12.9% | -51.5% | -50.3% |
| All | -18.5% | +19.3% | -37.8% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling