+85.1%
ASC vs SPY
+439.1%
-353.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.4% | -3.1% | -3.7% |
| 7D | -19.8% | -4.7% | -15.0% | -16.3% |
| 30D | -9.2% | -5.9% | -3.3% | -4.3% |
| 3M | +8.8% | -4.5% | +13.4% | +13.2% |
| 6M | -3.9% | +1.8% | -5.7% | -6.0% |
| YTD | +74.0% | +8.3% | +65.6% | +61.2% |
| 1Y | +47.9% | +9.3% | +38.5% | +35.6% |
| 3Y | +48.3% | +74.9% | -26.6% | -13.8% |
| 5Y | +425.7% | +67.3% | +358.4% | +213.8% |
| 10Y | +297.0% | +311.6% | -14.5% | -10.5% |
| All | +85.1% | +439.1% | -353.9% | -66.5% |
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