+3,307.0%
AX vs SPY
+853.6%
+2,453.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -5.6% | +0.1% | -5.7% | -5.7% |
| 3M | +11.7% | +2.0% | +9.7% | +9.7% |
| 6M | +8.7% | +13.0% | -4.3% | -2.3% |
| YTD | +13.7% | +13.5% | +0.1% | +1.9% |
| 1Y | +6.3% | +20.0% | -13.7% | -9.0% |
| 3Y | +122.0% | +77.2% | +44.8% | +38.9% |
| 5Y | +107.7% | +81.9% | +25.8% | +30.2% |
| 10Y | +343.8% | +314.1% | +29.8% | +71.3% |
| All | +3,307.0% | +853.6% | +2,453.4% | +1,014.0% |
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 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