-98.2%
ASBP vs VT
+73.4%
-171.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.9% |
| 7D | -17.7% | -0.3% | -17.4% | -17.4% |
| 30D | -17.7% | -1.4% | -16.2% | -16.6% |
| 3M | +3.8% | -1.4% | +5.2% | +5.2% |
| 6M | +3,397.6% | +5.5% | +3,392.1% | +3,322.4% |
| YTD | +38.4% | +12.8% | +25.6% | +30.6% |
| 1Y | -47.3% | +15.4% | -62.8% | -50.8% |
| 3Y | -98.3% | +76.9% | -175.2% | -98.5% |
| All | -98.2% | +73.4% | -171.6% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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