+11.2%
AR vs SPY
+11.9%
-0.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +5.0% |
| 7D | -5.8% | -0.6% | -5.2% | -5.9% |
| 30D | +4.8% | -3.7% | +8.5% | +3.3% |
| 3M | +1.5% | -2.7% | +4.3% | +0.5% |
| 6M | +4.7% | +2.2% | +2.5% | +6.3% |
| YTD | +9.2% | +10.8% | -1.6% | +15.2% |
| 1Y | +11.2% | +11.2% | -0.1% | +17.2% |
| All | +11.2% | +11.9% | -0.8% | +17.2% |
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 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