-21.4%
AOUT vs SPY
+74.7%
-96.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +0.5% |
| 7D | +6.3% | -0.9% | +7.2% | +7.2% |
| 30D | +15.9% | -2.4% | +18.2% | +18.4% |
| 3M | +49.8% | -1.2% | +50.9% | +51.2% |
| 6M | +105.3% | +3.3% | +102.0% | +99.0% |
| YTD | +146.4% | +12.3% | +134.1% | +121.7% |
| 1Y | +184.3% | +12.4% | +171.9% | +155.5% |
| 3Y | +138.1% | +78.8% | +59.3% | +48.1% |
| All | -21.4% | +74.7% | -96.1% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling