-91.0%
AUTL vs SPY
+215.6%
-306.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | +17.9% | +0.1% | +17.8% | +17.8% |
| 3M | +34.9% | +2.0% | +32.9% | +32.3% |
| 6M | +37.4% | +13.0% | +24.4% | +21.4% |
| YTD | +12.6% | +13.5% | -1.0% | -1.0% |
| 1Y | +54.5% | +20.0% | +34.5% | +29.1% |
| 3Y | -32.9% | +77.2% | -110.1% | -62.0% |
| 5Y | -69.2% | +81.9% | -151.1% | -83.0% |
| All | -91.0% | +215.6% | -306.6% | -96.9% |
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