+76.9%
AOUT vs SPY
+19.4%
+57.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.7% |
| 7D | +47.7% | +0.5% | +47.2% | +46.1% |
| 30D | +17.3% | -0.9% | +18.3% | +18.6% |
| 3M | +47.7% | +3.9% | +43.8% | +39.5% |
| 6M | +66.9% | +14.5% | +52.4% | +36.7% |
| YTD | +91.1% | +12.9% | +78.2% | +62.1% |
| 1Y | +76.9% | +19.4% | +57.5% | +39.2% |
| All | +76.9% | +19.4% | +57.5% | +39.2% |
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