+45.2%
AUST vs SPY
+78.7%
-33.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +5.2% | +0.5% | +4.6% | +4.6% |
| 30D | +2.5% | -0.9% | +3.5% | +3.5% |
| 3M | -3.2% | +3.9% | -7.1% | -6.3% |
| 6M | -20.3% | +14.5% | -34.8% | -28.8% |
| YTD | -17.6% | +12.9% | -30.5% | -25.3% |
| 1Y | -34.8% | +19.4% | -54.1% | -42.6% |
| 3Y | +45.2% | +78.5% | -33.2% | +20.9% |
| All | +45.2% | +78.7% | -33.5% | +20.9% |
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