-97.9%
ASBP vs SPY
+80.0%
-177.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +2.5% |
| 7D | +16.6% | +0.1% | +16.5% | +16.8% |
| 30D | +2.5% | -3.3% | +5.9% | +6.8% |
| 3M | +10.1% | -2.4% | +12.5% | +13.5% |
| 6M | +4,500.0% | +2.6% | +4,497.4% | +4,478.7% |
| YTD | +61.2% | +11.2% | +49.9% | +53.0% |
| 1Y | -11.4% | +13.4% | -24.7% | -16.8% |
| 3Y | -98.0% | +79.9% | -177.9% | -98.3% |
| All | -97.9% | +80.0% | -177.9% | -98.1% |
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