-100.0%
AYTU vs SPY
+786.6%
-886.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | -7.2% | -0.9% | -6.3% | -6.8% |
| 3M | -4.4% | +3.9% | -8.3% | -6.1% |
| 6M | -13.1% | +14.5% | -27.6% | -18.7% |
| YTD | -15.8% | +12.9% | -28.7% | -20.7% |
| 1Y | -3.5% | +19.4% | -22.9% | -11.5% |
| 3Y | +32.7% | +78.5% | -45.7% | +0.6% |
| 5Y | -96.8% | +81.8% | -178.6% | -97.6% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +786.6% | -886.6% | -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