+38.6%
AUGW vs SPY
+73.9%
-35.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | -0.1% | -1.1% | +1.0% | +0.3% |
| 3M | +2.6% | +3.9% | -1.3% | +0.9% |
| 6M | +6.5% | +13.6% | -7.1% | +0.8% |
| YTD | +6.6% | +12.7% | -6.1% | +1.3% |
| 1Y | +9.1% | +17.5% | -8.4% | +1.7% |
| 3Y | +39.7% | +76.9% | -37.2% | +6.8% |
| All | +38.6% | +73.9% | -35.2% | +6.9% |
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