+883.5%
ASG vs SPY
+3,091.8%
-2,208.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 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% | -4.1% |
| 6M | +4.3% | +13.0% | -8.7% | -5.8% |
| YTD | +3.2% | +13.5% | -10.3% | -7.1% |
| 1Y | +0.6% | +20.0% | -19.4% | -13.6% |
| 3Y | +25.7% | +77.2% | -51.5% | -21.8% |
| 5Y | -9.4% | +81.9% | -91.3% | -44.3% |
| 10Y | +182.2% | +314.1% | -131.9% | -11.0% |
| All | +883.5% | +3,091.8% | -2,208.2% | +19.4% |
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