+187.5%
ASG vs SPY
+315.0%
-127.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +1.0% | +1.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -2.4% | -3.3% | +1.0% | +1.0% |
| 3M | -7.3% | -2.4% | -4.9% | -4.9% |
| 6M | -3.6% | +2.6% | -6.1% | -5.8% |
| YTD | 0.0% | +11.2% | -11.3% | -9.7% |
| 1Y | +0.3% | +13.4% | -13.1% | -11.0% |
| 3Y | +35.6% | +79.9% | -44.3% | -22.7% |
| 5Y | -21.9% | +72.2% | -94.1% | -53.5% |
| 10Y | +187.5% | +307.3% | -119.9% | -22.9% |
| All | +187.5% | +315.0% | -127.5% | -22.9% |
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