+29.0%
AQWA vs SPY
+98.0%
-69.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | -2.7% | -2.0% | -0.8% | -1.3% |
| 30D | -7.1% | -1.7% | -5.4% | -6.0% |
| 3M | -0.7% | +4.7% | -5.4% | -4.0% |
| 6M | -5.1% | +12.5% | -17.6% | -13.0% |
| YTD | -2.0% | +11.7% | -13.7% | -9.7% |
| 1Y | -3.5% | +17.5% | -21.0% | -14.4% |
| 3Y | +28.9% | +76.6% | -47.7% | -17.4% |
| 5Y | +15.2% | +82.0% | -66.8% | -29.3% |
| All | +29.0% | +98.0% | -69.0% | -25.7% |
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