+26.3%
ASBA vs SPY
+92.3%
-66.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.5% |
| 7D | +0.1% | -4.7% | +4.8% | +1.8% |
| 30D | -1.4% | -5.9% | +4.5% | +0.7% |
| 3M | +1.6% | -4.5% | +6.1% | +3.2% |
| 6M | +1.8% | +1.8% | 0.0% | +0.7% |
| YTD | +4.3% | +8.3% | -4.1% | +0.6% |
| 1Y | +6.8% | +9.3% | -2.6% | +2.6% |
| 3Y | +41.0% | +74.9% | -33.8% | -9.4% |
| All | +26.3% | +92.3% | -66.0% | -31.9% |
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 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