-63.2%
ASAN vs SPY
+139.3%
-202.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.7% |
| 7D | -5.5% | -2.7% | -2.8% | -0.3% |
| 30D | +13.7% | -5.4% | +19.1% | +26.9% |
| 3M | +22.2% | -4.1% | +26.3% | +33.0% |
| 6M | +55.3% | +0.7% | +54.6% | +50.3% |
| YTD | -22.6% | +8.7% | -31.3% | -37.2% |
| 1Y | -19.0% | +10.9% | -29.9% | -37.3% |
| 3Y | -44.0% | +75.0% | -118.9% | -84.3% |
| 5Y | -91.7% | +67.8% | -159.5% | -97.1% |
| All | -63.2% | +139.3% | -202.5% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling