+120.4%
AS vs SPYG
+83.5%
+36.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | -4.9% | +0.4% | -5.3% | -5.3% |
| 30D | -19.6% | -0.4% | -19.2% | -19.2% |
| 3M | -14.4% | +0.5% | -14.9% | -15.3% |
| 6M | -20.1% | +17.5% | -37.6% | -33.8% |
| YTD | -20.9% | +14.3% | -35.3% | -32.5% |
| 1Y | -21.9% | +21.7% | -43.6% | -37.9% |
| All | +120.4% | +83.5% | +36.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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