+291.0%
AUMI vs SPY
+70.2%
+220.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | -3.5% | -0.8% | -2.8% | -2.9% |
| 30D | +4.8% | -1.1% | +5.8% | +5.7% |
| 3M | +26.1% | +3.9% | +22.2% | +22.7% |
| 6M | -6.9% | +13.6% | -20.5% | -14.1% |
| YTD | +8.7% | +12.7% | -4.0% | +0.9% |
| 1Y | +35.2% | +17.5% | +17.7% | +23.0% |
| All | +291.0% | +70.2% | +220.8% | +149.9% |
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 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