+788.4%
AU vs SPY
+1,058.9%
-270.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +23.9% | +0.1% | +23.8% | +23.9% |
| 3M | +19.1% | +2.0% | +17.1% | +18.3% |
| 6M | -0.2% | +13.0% | -13.2% | -5.1% |
| YTD | +32.5% | +13.5% | +18.9% | +25.6% |
| 1Y | +96.9% | +20.0% | +77.0% | +82.4% |
| 3Y | +614.7% | +77.2% | +537.5% | +448.0% |
| 5Y | +647.7% | +81.9% | +565.8% | +461.0% |
| 10Y | +679.2% | +314.1% | +365.2% | +279.2% |
| All | +788.4% | +1,058.9% | -270.5% | +212.4% |
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