+301.7%
AUPH vs SPY
+365.2%
-63.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.4% |
| 30D | +1.4% | -0.9% | +2.3% | +2.1% |
| 3M | +2.6% | +3.9% | -1.3% | -1.2% |
| 6M | +12.2% | +14.5% | -2.3% | -0.8% |
| YTD | +0.8% | +12.9% | -12.2% | -9.9% |
| 1Y | +30.7% | +19.4% | +11.3% | +11.1% |
| 3Y | +63.5% | +78.5% | -15.0% | -4.2% |
| 5Y | -17.4% | +81.8% | -99.2% | -51.2% |
| 10Y | +647.4% | +311.5% | +335.9% | +145.9% |
| All | +301.7% | +365.2% | -63.4% | +36.7% |
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 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