+648.8%
AUPH vs SPY
+322.5%
+326.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.8% |
| 30D | +4.2% | -1.1% | +5.3% | +5.1% |
| 3M | +1.6% | +3.9% | -2.3% | -2.4% |
| 6M | +8.7% | +13.6% | -4.9% | -3.8% |
| YTD | +0.9% | +12.7% | -11.7% | -10.1% |
| 1Y | +26.0% | +17.5% | +8.5% | +7.8% |
| 3Y | +65.6% | +76.9% | -11.3% | -5.0% |
| 5Y | -19.1% | +83.6% | -102.6% | -54.0% |
| All | +648.8% | +322.5% | +326.4% | +117.5% |
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 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