-59.3%
ASBP vs SPY
+20.8%
-80.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -2.1% |
| 7D | +4.2% | +0.1% | +4.1% | +3.5% |
| 30D | +22.2% | +0.1% | +22.1% | +21.6% |
| 3M | +46.6% | +2.0% | +44.6% | +35.6% |
| 6M | +572.0% | +13.0% | +559.0% | +346.8% |
| YTD | +68.0% | +13.5% | +54.4% | +11.8% |
| 1Y | -59.3% | +20.0% | -79.3% | -66.3% |
| All | -59.3% | +20.8% | -80.2% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling