+822.1%
ASG vs SPY
+2,954.7%
-2,132.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | -3.0% | -2.7% | -0.3% | -0.7% |
| 30D | -6.2% | -5.4% | -0.9% | -1.6% |
| 3M | -9.8% | -4.1% | -5.7% | -6.4% |
| 6M | -8.1% | +0.7% | -8.8% | -8.5% |
| YTD | -3.2% | +8.7% | -11.9% | -9.5% |
| 1Y | -3.4% | +10.9% | -14.3% | -11.3% |
| 3Y | +29.3% | +75.0% | -45.7% | -18.6% |
| 5Y | -22.2% | +67.8% | -90.0% | -48.8% |
| 10Y | +187.5% | +312.9% | -125.3% | -8.8% |
| All | +822.1% | +2,954.7% | -2,132.6% | +16.3% |
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 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