+183.6%
ASG vs SPY
+304.1%
-120.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -0.4% | -0.6% | +0.2% | +0.2% |
| 30D | -3.0% | -3.7% | +0.7% | +0.8% |
| 3M | -8.5% | -2.7% | -5.8% | -5.9% |
| 6M | -4.1% | +2.2% | -6.3% | -6.0% |
| YTD | -0.6% | +10.8% | -11.5% | -9.9% |
| 1Y | -1.6% | +11.2% | -12.8% | -11.1% |
| 3Y | +32.3% | +76.5% | -44.2% | -23.2% |
| 5Y | -20.1% | +72.9% | -93.1% | -52.7% |
| 10Y | +183.6% | +304.8% | -121.2% | -23.3% |
| All | +183.6% | +304.1% | -120.5% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling