-95.7%
AUID vs SPY
+77.0%
-172.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.9% | +11.7% | +11.6% |
| 7D | -0.2% | -0.8% | +0.5% | +0.8% |
| 30D | -20.0% | -1.1% | -18.9% | -19.0% |
| 3M | -66.1% | +3.9% | -69.9% | -67.3% |
| 6M | -75.2% | +13.6% | -88.8% | -78.3% |
| YTD | -53.8% | +12.7% | -66.5% | -59.3% |
| 1Y | -87.2% | +17.5% | -104.7% | -89.1% |
| 3Y | -95.7% | +76.9% | -172.6% | -97.7% |
| All | -95.7% | +77.0% | -172.7% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling