-91.9%
AUTL vs SPY
+212.4%
-304.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.3% |
| 7D | -9.4% | -0.4% | -9.0% | -9.0% |
| 30D | -1.9% | -1.4% | -0.6% | -0.4% |
| 3M | +39.0% | +3.7% | +35.3% | +33.7% |
| 6M | +25.3% | +13.0% | +12.3% | +10.7% |
| YTD | +2.0% | +12.4% | -10.4% | -9.2% |
| 1Y | +48.2% | +18.5% | +29.6% | +25.5% |
| 3Y | -33.7% | +77.6% | -111.3% | -62.4% |
| 5Y | -71.2% | +81.7% | -152.9% | -84.1% |
| All | -91.9% | +212.4% | -304.3% | -97.2% |
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