+35.4%
AUGP vs SPY
+50.4%
-15.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.1% |
| 7D | -0.4% | -0.8% | +0.4% | 0.0% |
| 30D | -0.1% | -1.1% | +0.9% | +0.4% |
| 3M | +3.6% | +3.9% | -0.2% | +1.7% |
| 6M | +9.0% | +13.6% | -4.6% | +2.2% |
| YTD | +9.1% | +12.7% | -3.6% | +2.6% |
| 1Y | +12.3% | +17.5% | -5.2% | +3.5% |
| All | +35.4% | +50.4% | -15.0% | +13.0% |
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 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