+110.7%
OAIM vs SPY
+110.6%
0.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +3.9% | +0.1% | +3.8% | +3.9% |
| 3M | +4.1% | +2.0% | +2.1% | +2.5% |
| 6M | +9.1% | +13.0% | -3.9% | -0.7% |
| YTD | +18.6% | +13.5% | +5.0% | +7.5% |
| 1Y | +28.0% | +20.0% | +8.0% | +11.3% |
| 3Y | +70.9% | +77.2% | -6.3% | +7.4% |
| All | +110.7% | +110.6% | 0.0% | +14.5% |
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