-17.7%
AUTL vs SPY
+13.0%
-30.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.8% | -8.7% |
| 7D | -10.5% | -0.9% | -9.6% | -8.9% |
| 30D | -29.0% | -2.4% | -26.7% | -25.8% |
| 3M | -47.0% | -1.2% | -45.8% | -45.8% |
| 6M | -21.8% | +3.3% | -25.1% | -26.2% |
| YTD | -37.9% | +12.3% | -50.2% | -52.4% |
| 1Y | -17.7% | +12.4% | -30.1% | -37.3% |
| All | -17.7% | +13.0% | -30.6% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling