+233.9%
AAUC vs SPY
+42.0%
+191.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | +3.5% | -1.4% | +4.8% | +4.7% |
| 3M | -9.8% | +3.7% | -13.5% | -11.7% |
| 6M | -26.9% | +13.0% | -39.9% | -32.3% |
| YTD | +0.5% | +12.4% | -11.9% | -6.7% |
| 1Y | +52.1% | +18.5% | +33.5% | +36.8% |
| All | +233.9% | +42.0% | +191.9% | +146.5% |
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