-3.7%
AOUT vs SPY
+21.3%
-25.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.9% |
| 7D | -3.4% | +0.3% | -3.6% | -3.7% |
| 30D | -20.5% | +0.2% | -20.7% | -20.7% |
| 3M | +4.3% | +2.8% | +1.5% | +0.4% |
| 6M | +13.4% | +14.3% | -0.9% | -6.8% |
| YTD | +29.5% | +14.0% | +15.5% | +7.9% |
| All | -3.7% | +21.3% | -25.1% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling