+441.1%
ASC vs SPY
+67.4%
+373.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -16.9% | -2.7% | -14.2% | -15.6% |
| 30D | -5.7% | -5.4% | -0.3% | -2.8% |
| 3M | +7.1% | -4.1% | +11.2% | +9.6% |
| 6M | -0.6% | +0.7% | -1.3% | -1.3% |
| YTD | +77.3% | +8.7% | +68.7% | +69.0% |
| 1Y | +45.7% | +10.9% | +34.8% | +37.2% |
| 3Y | +51.6% | +75.0% | -23.4% | +7.7% |
| All | +441.1% | +67.4% | +373.7% | +313.2% |
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