-56.8%
ASBP vs SPY
+19.4%
-76.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +2.7% |
| 7D | -0.7% | +0.5% | -1.2% | -3.6% |
| 30D | +14.5% | -0.9% | +15.4% | +19.9% |
| 3M | +33.1% | +3.9% | +29.2% | +9.3% |
| 6M | +662.9% | +14.5% | +648.4% | +416.0% |
| YTD | +67.6% | +12.9% | +54.7% | +15.2% |
| 1Y | -56.8% | +19.4% | -76.1% | -61.5% |
| All | -56.8% | +19.4% | -76.2% | -61.5% |
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