+122.2%
ASA vs SPY
+72.1%
+50.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -1.7% | +2.6% | -4.3% | -3.3% |
| 30D | -3.0% | -2.0% | -1.0% | -1.7% |
| 3M | -13.3% | -2.8% | -10.5% | -11.6% |
| 6M | -28.8% | +2.1% | -31.0% | -29.3% |
| YTD | -16.6% | +11.5% | -28.1% | -20.9% |
| 1Y | +2.4% | +13.5% | -11.1% | -3.6% |
| 3Y | +289.5% | +77.7% | +211.8% | +189.9% |
| All | +122.2% | +72.1% | +50.1% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling