+3,185.2%
AYA vs SPY
+743.5%
+2,441.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.8% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +15.3% | +0.1% | +15.3% | +15.4% |
| 3M | +48.3% | +2.0% | +46.3% | +47.7% |
| 6M | +51.6% | +13.0% | +38.6% | +43.7% |
| YTD | +101.2% | +13.5% | +87.6% | +90.5% |
| 1Y | +173.5% | +20.0% | +153.5% | +153.4% |
| 3Y | +384.3% | +77.2% | +307.1% | +274.5% |
| 5Y | +256.9% | +81.9% | +175.0% | +170.7% |
| 10Y | +4,718.3% | +314.1% | +4,404.3% | +3,118.4% |
| All | +3,185.2% | +743.5% | +2,441.8% | +2,175.9% |
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 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