-69.4%
ASAN vs SPY
+150.1%
-219.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.3% | -11.9% |
| 7D | -13.5% | +0.1% | -13.7% | -13.6% |
| 30D | -0.8% | +0.1% | -0.8% | -0.5% |
| 3M | +9.2% | +2.0% | +7.2% | +3.9% |
| 6M | +13.7% | +13.0% | +0.7% | -14.5% |
| YTD | -35.7% | +13.5% | -49.3% | -52.1% |
| 1Y | -39.8% | +20.0% | -59.7% | -60.1% |
| 3Y | -59.3% | +77.2% | -136.5% | -88.6% |
| 5Y | -90.6% | +81.9% | -172.5% | -97.2% |
| All | -69.4% | +150.1% | -219.5% | -92.3% |
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