+268.9%
ASC vs SPY
+304.1%
-35.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.9% |
| 7D | -6.9% | -0.6% | -6.3% | -6.5% |
| 30D | -7.2% | -3.7% | -3.5% | -4.2% |
| 3M | +14.3% | -2.7% | +17.1% | +16.8% |
| 6M | -1.7% | +2.2% | -3.9% | -4.1% |
| YTD | +82.2% | +10.8% | +71.4% | +66.2% |
| 1Y | +50.8% | +11.2% | +39.5% | +36.9% |
| 3Y | +61.2% | +76.5% | -15.3% | -4.9% |
| 5Y | +478.7% | +72.9% | +405.8% | +242.9% |
| 10Y | +268.9% | +304.8% | -35.9% | -7.5% |
| All | +268.9% | +304.1% | -35.2% | -7.5% |
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