+4,975.0%
AYA vs SPY
+318.9%
+4,656.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.4% |
| 7D | -4.7% | -2.0% | -2.7% | -3.0% |
| 30D | +2.1% | -1.7% | +3.7% | +3.7% |
| 3M | +76.7% | +4.7% | +72.0% | +71.3% |
| 6M | +56.9% | +12.5% | +44.4% | +45.2% |
| YTD | +97.8% | +11.7% | +86.1% | +84.5% |
| 1Y | +155.8% | +17.5% | +138.3% | +131.4% |
| 3Y | +391.7% | +76.6% | +315.1% | +228.2% |
| 5Y | +251.7% | +82.0% | +169.7% | +127.4% |
| All | +4,975.0% | +318.9% | +4,656.1% | +2,358.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling