+265.8%
AUGO vs SPY
+24.2%
+241.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.7% |
| 7D | +7.9% | +0.5% | +7.4% | +6.8% |
| 30D | +16.1% | -0.9% | +17.1% | +18.7% |
| 3M | +46.7% | +3.9% | +42.8% | +36.4% |
| 6M | +8.8% | +14.5% | -5.7% | -14.9% |
| YTD | +73.9% | +12.9% | +61.0% | +38.2% |
| 1Y | +177.0% | +19.4% | +157.7% | +114.5% |
| All | +265.8% | +24.2% | +241.7% | +179.1% |
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