+50.8%
ASC vs SPY
+11.9%
+38.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -6.9% | -0.6% | -6.3% | -6.3% |
| 30D | -7.2% | -3.7% | -3.5% | -5.6% |
| 3M | +14.3% | -2.7% | +17.1% | +15.9% |
| 6M | -1.7% | +2.2% | -3.9% | -3.0% |
| YTD | +82.2% | +10.8% | +71.4% | +70.2% |
| 1Y | +50.8% | +11.2% | +39.5% | +41.0% |
| All | +50.8% | +11.9% | +38.8% | +41.0% |
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