+685.3%
AU vs SPY
+79.8%
+605.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.9% |
| 7D | -7.0% | -2.0% | -5.0% | -5.7% |
| 30D | +7.3% | -1.7% | +8.9% | +8.5% |
| 3M | +33.2% | +4.7% | +28.5% | +29.6% |
| 6M | -0.6% | +12.5% | -13.1% | -6.7% |
| YTD | +26.2% | +11.7% | +14.4% | +19.0% |
| 1Y | +68.3% | +17.5% | +50.8% | +55.0% |
| 3Y | +592.1% | +76.6% | +515.6% | +409.8% |
| 5Y | +685.3% | +82.0% | +603.2% | +437.8% |
| All | +685.3% | +79.8% | +605.5% | +437.8% |
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