+53.8%
ASA vs SPY
+19.4%
+34.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.4% |
| 7D | +1.6% | +0.5% | +1.0% | +0.6% |
| 30D | +7.5% | -0.9% | +8.5% | +9.6% |
| 3M | +10.5% | +3.9% | +6.6% | +3.2% |
| 6M | -14.7% | +14.5% | -29.2% | -31.3% |
| YTD | +4.2% | +12.9% | -8.7% | -14.5% |
| 1Y | +53.8% | +19.4% | +34.4% | +15.1% |
| All | +53.8% | +19.4% | +34.4% | +15.1% |
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