+330.5%
AYA vs SPY
+78.7%
+251.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.2% |
| 7D | -6.9% | +3.3% | -10.2% | -11.0% |
| 30D | -12.7% | -2.7% | -10.0% | -9.0% |
| 3M | -18.5% | -1.7% | -16.7% | -15.7% |
| 6M | +7.9% | +3.1% | +4.8% | +6.7% |
| YTD | +59.1% | +11.9% | +47.2% | +44.2% |
| 1Y | +100.4% | +12.0% | +88.4% | +82.0% |
| All | +330.5% | +78.7% | +251.8% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling