+273.4%
AUGO vs SPY
+23.9%
+249.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | -0.6% |
| 7D | +2.6% | -0.8% | +3.3% | +4.3% |
| 30D | +13.4% | -1.1% | +14.4% | +16.1% |
| 3M | +55.3% | +3.9% | +51.5% | +44.1% |
| 6M | +7.2% | +13.6% | -6.4% | -15.2% |
| YTD | +77.5% | +12.7% | +64.8% | +41.7% |
| 1Y | +183.2% | +17.5% | +165.7% | +120.2% |
| All | +273.4% | +23.9% | +249.5% | +186.2% |
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