+47.1%
AUDC vs SPY
+860.7%
-813.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +1.1% | +0.1% | +1.0% | +0.9% |
| 30D | +4.9% | +0.1% | +4.8% | +4.8% |
| 3M | +1.9% | +2.0% | -0.1% | -0.4% |
| 6M | +30.2% | +13.0% | +17.2% | +12.8% |
| YTD | +22.0% | +13.5% | +8.5% | +5.4% |
| 1Y | +9.8% | +20.0% | -10.1% | -10.9% |
| 3Y | +9.9% | +77.2% | -67.3% | -42.8% |
| 5Y | -64.1% | +81.9% | -146.0% | -82.1% |
| 10Y | +120.2% | +314.1% | -193.9% | -60.0% |
| All | +47.1% | +860.7% | -813.6% | -86.6% |
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