+135.8%
AUGO vs SPY
+14.6%
+121.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | +1.7% | +11.3% | +8.0% |
| 7D | -11.5% | -0.7% | -10.8% | -8.8% |
| 30D | -15.0% | -1.0% | -14.0% | -11.2% |
| 3M | +26.4% | -0.3% | +26.8% | +30.2% |
| 6M | -9.6% | +7.3% | -17.0% | -22.2% |
| YTD | +47.6% | +13.3% | +34.2% | +9.3% |
| 1Y | +135.8% | +14.8% | +121.0% | +70.0% |
| All | +135.8% | +14.6% | +121.2% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling