+309.0%
ASA vs SPY
+313.2%
-4.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +15.3% | +0.1% | +15.2% | +15.3% |
| 3M | +1.4% | +2.0% | -0.6% | +0.7% |
| 6M | -19.3% | +13.0% | -32.3% | -23.1% |
| YTD | +5.8% | +13.5% | -7.7% | +0.6% |
| 1Y | +65.0% | +20.0% | +45.1% | +53.6% |
| 3Y | +330.8% | +77.2% | +253.6% | +240.1% |
| 5Y | +196.5% | +81.9% | +114.6% | +128.6% |
| All | +309.0% | +313.2% | -4.2% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling