-100.0%
AUUD vs SPY
+110.3%
-210.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -3.9% | -0.4% | -3.5% | -3.6% |
| 30D | -25.0% | -1.4% | -23.6% | -24.1% |
| 3M | -23.8% | +3.7% | -27.6% | -26.5% |
| 6M | -82.5% | +13.0% | -95.5% | -85.0% |
| YTD | -86.8% | +12.4% | -99.2% | -88.7% |
| 1Y | -93.3% | +18.5% | -111.8% | -94.6% |
| 3Y | -99.9% | +77.6% | -177.5% | -100.0% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +110.3% | -210.3% | -100.0% |
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