-47.0%
AUNA vs SPY
+49.7%
-96.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -3.6% | -1.2% | -2.4% | -3.0% |
| 30D | -2.9% | -2.0% | -0.9% | -1.8% |
| 3M | +3.2% | +2.8% | +0.4% | +1.7% |
| 6M | 0.0% | +15.5% | -15.5% | -7.4% |
| YTD | +3.5% | +12.2% | -8.7% | -2.8% |
| 1Y | -19.6% | +17.0% | -36.6% | -25.9% |
| All | -47.0% | +49.7% | -96.6% | -58.4% |
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