-91.4%
AUUD vs SPY
+14.6%
-106.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.2% |
| 7D | -6.3% | -0.7% | -5.6% | -6.3% |
| 30D | -40.7% | -1.0% | -39.6% | -40.7% |
| 3M | -24.9% | -0.3% | -24.5% | -25.0% |
| 6M | -57.4% | +7.3% | -64.7% | -55.8% |
| YTD | -89.5% | +13.3% | -102.8% | -88.6% |
| 1Y | -91.4% | +14.8% | -106.2% | -90.9% |
| All | -91.4% | +14.6% | -106.0% | -90.9% |
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 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