+425.7%
ASC vs SPY
+67.0%
+358.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.4% | -3.1% | -5.1% |
| 7D | -19.8% | -4.7% | -15.0% | -17.6% |
| 30D | -9.2% | -5.9% | -3.3% | -6.1% |
| 3M | +8.8% | -4.5% | +13.4% | +11.6% |
| 6M | -3.9% | +1.8% | -5.7% | -5.1% |
| YTD | +74.0% | +8.3% | +65.6% | +66.0% |
| 1Y | +47.9% | +9.3% | +38.5% | +40.3% |
| 3Y | +48.3% | +74.9% | -26.6% | +5.4% |
| 5Y | +425.7% | +67.3% | +358.4% | +302.0% |
| All | +425.7% | +67.0% | +358.7% | +302.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling