-73.7%
AUST vs SPY
+94.2%
-167.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.4% |
| 7D | -6.5% | -0.8% | -5.7% | -5.9% |
| 30D | -10.9% | -1.1% | -9.8% | -10.0% |
| 3M | -7.6% | +3.9% | -11.5% | -10.1% |
| 6M | -27.7% | +13.6% | -41.3% | -33.8% |
| YTD | -22.3% | +12.7% | -35.0% | -28.3% |
| 1Y | -34.7% | +17.5% | -52.2% | -40.9% |
| 3Y | +38.4% | +76.9% | -38.5% | +0.3% |
| All | -73.7% | +94.2% | -167.8% | -82.2% |
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