+130.7%
AOUT vs SPY
+78.1%
+52.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | +7.3% | +2.6% | +4.7% | +4.4% |
| 30D | +6.1% | -2.0% | +8.0% | +8.3% |
| 3M | +44.1% | -2.8% | +46.8% | +48.4% |
| 6M | +113.0% | +2.1% | +110.8% | +107.3% |
| YTD | +140.2% | +11.5% | +128.7% | +112.1% |
| 1Y | +185.7% | +13.5% | +172.2% | +147.4% |
| 3Y | +130.7% | +77.7% | +53.0% | +22.6% |
| All | +130.7% | +78.1% | +52.6% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling