+48.7%
ASC vs SPY
+74.5%
-25.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.4% | -3.1% | -5.5% |
| 7D | -19.8% | -4.7% | -15.0% | -17.9% |
| 30D | -9.2% | -5.9% | -3.3% | -6.6% |
| 3M | +8.8% | -4.5% | +13.4% | +11.2% |
| 6M | -3.9% | +1.8% | -5.7% | -5.0% |
| YTD | +74.0% | +8.3% | +65.6% | +66.9% |
| 1Y | +47.9% | +9.3% | +38.5% | +41.2% |
| All | +48.7% | +74.5% | -25.8% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling