-9.7%
ASG vs SPY
+82.0%
-91.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -4.1% | +0.1% | -4.2% | -4.2% |
| 3M | -2.5% | +2.0% | -4.5% | -4.6% |
| 6M | +4.3% | +13.0% | -8.7% | -8.7% |
| YTD | +3.2% | +13.5% | -10.3% | -10.1% |
| 1Y | +0.6% | +20.0% | -19.4% | -17.4% |
| 3Y | +25.7% | +77.2% | -51.5% | -32.6% |
| All | -9.7% | +82.0% | -91.7% | -53.6% |
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