+162.3%
AOUT vs SPY
+9.9%
+152.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | -4.5% | -2.7% | -1.8% | -1.7% |
| 30D | +7.7% | -5.4% | +13.1% | +14.3% |
| 3M | +38.0% | -4.1% | +42.1% | +44.0% |
| 6M | +81.3% | +0.7% | +80.5% | +77.2% |
| YTD | +123.9% | +8.7% | +115.3% | +101.6% |
| 1Y | +162.3% | +10.9% | +151.4% | +130.4% |
| All | +162.3% | +9.9% | +152.4% | +130.4% |
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