+100.4%
AUDC vs SPY
+318.9%
-218.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.6% | -6.6% |
| 7D | -9.6% | -2.0% | -7.6% | -7.7% |
| 30D | -7.4% | -1.7% | -5.7% | -5.7% |
| 3M | -1.9% | +4.7% | -6.7% | -6.3% |
| 6M | +15.5% | +12.5% | +3.0% | +2.7% |
| YTD | +8.6% | +11.7% | -3.2% | -2.6% |
| 1Y | -5.2% | +17.5% | -22.7% | -19.0% |
| 3Y | +2.1% | +76.6% | -74.4% | -40.9% |
| 5Y | -66.7% | +82.0% | -148.7% | -81.3% |
| All | +100.4% | +318.9% | -218.4% | -45.5% |
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 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