-55.5%
AUST vs SPY
+14.6%
-70.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +1.5% |
| 7D | +2.0% | -0.7% | +2.7% | +3.6% |
| 30D | -21.0% | -1.0% | -20.0% | -18.6% |
| 3M | -29.4% | -0.3% | -29.0% | -28.5% |
| 6M | -44.2% | +7.3% | -51.5% | -52.3% |
| YTD | -48.0% | +13.3% | -61.3% | -61.0% |
| 1Y | -55.5% | +14.8% | -70.3% | -67.4% |
| All | -55.5% | +14.6% | -70.1% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling