+224.7%
ASC vs SPY
+313.4%
-88.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +4.7% | +0.1% | +4.6% | +4.5% |
| 30D | +15.7% | +0.1% | +15.6% | +15.6% |
| 3M | +19.1% | +2.0% | +17.1% | +16.7% |
| 6M | +17.3% | +13.0% | +4.3% | +5.4% |
| YTD | +85.0% | +13.5% | +71.4% | +65.6% |
| 1Y | +67.6% | +20.0% | +47.6% | +42.9% |
| 3Y | +70.2% | +77.2% | -7.0% | +0.1% |
| 5Y | +530.9% | +81.9% | +449.0% | +255.8% |
| All | +224.7% | +313.4% | -88.7% | -24.5% |
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 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