+283.2%
ASA vs SPY
+78.7%
+204.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.8% |
| 7D | -3.2% | +3.3% | -6.5% | -5.6% |
| 30D | -9.3% | -2.7% | -6.6% | -7.2% |
| 3M | -16.7% | -1.7% | -15.0% | -15.4% |
| 6M | -30.7% | +3.1% | -33.8% | -31.8% |
| YTD | -17.9% | +11.9% | -29.8% | -23.1% |
| 1Y | -2.5% | +12.0% | -14.5% | -8.7% |
| All | +283.2% | +78.7% | +204.5% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling