+6,255.6%
AYA vs SPY
+307.0%
+5,948.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -9.8% | +2.6% | -12.4% | -11.8% |
| 30D | -10.0% | -2.0% | -8.0% | -8.1% |
| 3M | -15.1% | -2.8% | -12.3% | -12.3% |
| 6M | +6.9% | +2.1% | +4.8% | +7.0% |
| YTD | +59.2% | +11.5% | +47.7% | +49.4% |
| 1Y | +108.0% | +13.5% | +94.5% | +93.2% |
| 3Y | +330.9% | +77.7% | +253.2% | +186.1% |
| 5Y | +217.8% | +72.6% | +145.2% | +112.5% |
| All | +6,255.6% | +307.0% | +5,948.5% | +2,025.2% |
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 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