-87.2%
AUID vs SPY
+18.1%
-105.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.9% | +11.7% | +11.2% |
| 7D | -0.2% | -0.8% | +0.5% | +1.1% |
| 30D | -20.0% | -1.1% | -18.9% | -18.6% |
| 3M | -66.1% | +3.9% | -69.9% | -67.7% |
| 6M | -75.2% | +13.6% | -88.8% | -79.1% |
| YTD | -53.8% | +12.7% | -66.5% | -60.9% |
| 1Y | -87.2% | +17.5% | -104.7% | -89.5% |
| All | -87.2% | +18.1% | -105.3% | -89.5% |
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