-31.0%
AUTL vs SPY
+78.7%
-109.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.1% |
| 7D | -8.7% | +0.5% | -9.2% | -9.3% |
| 30D | 0.0% | -0.9% | +0.9% | +1.3% |
| 3M | +44.5% | +3.9% | +40.6% | +37.1% |
| 6M | +39.7% | +14.5% | +25.2% | +16.9% |
| YTD | +6.0% | +12.9% | -6.9% | -9.7% |
| 1Y | +47.6% | +19.4% | +28.2% | +18.2% |
| 3Y | -31.0% | +78.5% | -109.5% | -73.5% |
| All | -31.0% | +78.7% | -109.8% | -73.5% |
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