-98.0%
ASBP vs SPY
+75.9%
-173.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +0.3% | +19.4% | +19.3% |
| 7D | -0.2% | -2.7% | +2.5% | +3.1% |
| 30D | -6.3% | -5.4% | -0.9% | 0.0% |
| 3M | +14.6% | -4.1% | +18.7% | +20.5% |
| 6M | +4,249.5% | +0.7% | +4,248.8% | +4,333.2% |
| YTD | +53.2% | +8.7% | +44.6% | +49.3% |
| 1Y | -23.7% | +10.9% | -34.6% | -26.5% |
| 3Y | -98.1% | +75.0% | -173.1% | -98.3% |
| All | -98.0% | +75.9% | -173.8% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling