-52.7%
AURA vs SPY
+78.8%
-131.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.8% |
| 7D | -7.5% | -0.8% | -6.7% | -6.7% |
| 30D | -9.7% | -1.1% | -8.7% | -8.8% |
| 3M | +12.6% | +3.9% | +8.8% | +7.5% |
| 6M | +23.4% | +13.6% | +9.8% | +6.6% |
| YTD | +28.3% | +12.7% | +15.7% | +12.1% |
| 1Y | +5.3% | +17.5% | -12.2% | -11.7% |
| 3Y | -32.2% | +76.9% | -109.1% | -62.4% |
| All | -52.7% | +78.8% | -131.5% | -72.7% |
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