-73.5%
AUST vs SPY
+93.7%
-167.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.5% | -4.5% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -9.4% | -1.4% | -8.0% | -8.3% |
| 3M | -7.2% | +3.7% | -10.9% | -9.6% |
| 6M | -28.4% | +13.0% | -41.4% | -34.2% |
| YTD | -21.6% | +12.4% | -34.0% | -27.5% |
| 1Y | -37.0% | +18.5% | -55.5% | -43.3% |
| 3Y | +38.1% | +77.6% | -39.5% | -0.1% |
| All | -73.5% | +93.7% | -167.1% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling