+108.4%
ASB vs SPY
+315.0%
-206.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | -0.8% |
| 7D | -0.8% | +0.1% | -0.8% | -1.0% |
| 30D | +7.8% | -3.3% | +11.1% | +11.6% |
| 3M | -0.5% | -2.4% | +2.0% | +1.9% |
| 6M | +10.0% | +2.6% | +7.4% | +6.1% |
| YTD | +23.0% | +11.2% | +11.8% | +8.4% |
| 1Y | +25.1% | +13.4% | +11.7% | +7.8% |
| 3Y | +105.6% | +79.9% | +25.7% | +7.2% |
| 5Y | +60.5% | +72.2% | -11.7% | -12.3% |
| 10Y | +108.4% | +307.3% | -198.9% | -61.0% |
| All | +108.4% | +315.0% | -206.6% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling