+672.3%
AU vs SPY
+322.5%
+349.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -4.3% | -0.8% | -3.5% | -3.9% |
| 30D | +7.3% | -1.1% | +8.4% | +7.8% |
| 3M | +26.3% | +3.9% | +22.5% | +24.5% |
| 6M | +1.8% | +13.6% | -11.8% | -2.7% |
| YTD | +26.8% | +12.7% | +14.1% | +21.7% |
| 1Y | +66.7% | +17.5% | +49.2% | +57.9% |
| 3Y | +579.1% | +76.9% | +502.2% | +457.6% |
| 5Y | +689.3% | +83.6% | +605.8% | +530.6% |
| All | +672.3% | +322.5% | +349.8% | +447.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling