+165.7%
AUSF vs SPY
+194.2%
-28.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +4.6% | +2.6% | +2.0% | +2.5% |
| 30D | +5.6% | -2.0% | +7.6% | +7.3% |
| 3M | +0.5% | -2.8% | +3.3% | +2.7% |
| 6M | +9.3% | +2.1% | +7.1% | +6.9% |
| YTD | +15.5% | +11.5% | +4.0% | +4.9% |
| 1Y | +18.7% | +13.5% | +5.2% | +6.2% |
| 3Y | +72.1% | +77.7% | -5.6% | +3.3% |
| 5Y | +91.0% | +72.6% | +18.4% | +16.4% |
| All | +165.7% | +194.2% | -28.5% | -6.4% |
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 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