+11.7%
AOUT vs SPY
+136.9%
-125.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -4.5% | -2.7% | -1.8% | -2.1% |
| 30D | +7.7% | -5.4% | +13.1% | +13.3% |
| 3M | +38.0% | -4.1% | +42.1% | +43.3% |
| 6M | +81.3% | +0.7% | +80.5% | +79.7% |
| YTD | +123.9% | +8.7% | +115.3% | +107.4% |
| 1Y | +162.3% | +10.9% | +151.4% | +138.5% |
| 3Y | +91.1% | +75.0% | +16.1% | +18.9% |
| 5Y | -26.3% | +67.8% | -94.1% | -51.7% |
| All | +11.7% | +136.9% | -125.2% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling