-98.6%
AQMS vs SPY
+78.7%
-177.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.0% |
| 7D | +3.9% | +0.5% | +3.3% | +3.2% |
| 30D | +3.1% | -0.9% | +4.1% | +4.3% |
| 3M | -16.9% | +3.9% | -20.8% | -20.5% |
| 6M | -38.2% | +14.5% | -52.7% | -46.4% |
| YTD | -38.5% | +12.9% | -51.5% | -45.8% |
| 1Y | -24.6% | +19.4% | -43.9% | -37.5% |
| 3Y | -98.6% | +78.5% | -177.1% | -99.2% |
| All | -98.6% | +78.7% | -177.3% | -99.2% |
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