-71.9%
AUST vs SPY
+95.6%
-167.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.7% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +1.7% | +0.1% | +1.6% | +1.6% |
| 3M | -12.8% | +2.0% | -14.8% | -13.8% |
| 6M | -30.1% | +13.0% | -43.1% | -35.8% |
| YTD | -16.9% | +13.5% | -30.4% | -23.7% |
| 1Y | -29.7% | +20.0% | -49.7% | -37.4% |
| 3Y | +50.0% | +77.2% | -27.2% | +8.4% |
| All | -71.9% | +95.6% | -167.5% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling