+26.1%
ASBA vs SPY
+99.3%
-73.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | -1.3% | -2.4% | +1.0% | -0.5% |
| 3M | +1.6% | -1.2% | +2.8% | +2.0% |
| 6M | +0.8% | +3.3% | -2.5% | -0.7% |
| YTD | +4.1% | +12.3% | -8.2% | -0.8% |
| 1Y | +6.3% | +12.4% | -6.1% | +1.2% |
| 3Y | +44.9% | +78.8% | -33.9% | -6.6% |
| All | +26.1% | +99.3% | -73.2% | -32.8% |
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 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