+100.1%
ASC vs SPY
+463.9%
-363.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.6% | -5.4% |
| 7D | -11.2% | -0.7% | -10.4% | -10.7% |
| 30D | -4.5% | -1.0% | -3.5% | -3.7% |
| 3M | +14.3% | -0.3% | +14.7% | +14.4% |
| 6M | +6.7% | +7.3% | -0.6% | -0.4% |
| YTD | +88.0% | +13.3% | +74.7% | +67.4% |
| 1Y | +62.1% | +14.8% | +47.4% | +42.5% |
| 3Y | +60.3% | +82.9% | -22.7% | -10.5% |
| 5Y | +460.0% | +75.6% | +384.4% | +219.9% |
| 10Y | +329.1% | +330.5% | -1.4% | -7.1% |
| All | +100.1% | +463.9% | -363.9% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling