+18.2%
AUST vs SPY
+79.4%
-61.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.4% |
| 7D | +1.3% | -0.9% | +2.2% | +2.1% |
| 30D | -19.5% | -2.4% | -17.2% | -17.4% |
| 3M | -42.2% | -1.2% | -41.1% | -41.4% |
| 6M | -41.8% | +3.3% | -45.1% | -43.1% |
| YTD | -47.3% | +12.3% | -59.6% | -52.0% |
| 1Y | -49.8% | +12.4% | -62.3% | -54.2% |
| All | +18.2% | +79.4% | -61.2% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling