+38.2%
ASH vs SPY
+20.8%
+17.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | +28.5% | +2.0% | +26.5% | +26.4% |
| 6M | +23.1% | +13.0% | +10.1% | +7.2% |
| YTD | +26.8% | +13.5% | +13.2% | +10.2% |
| 1Y | +38.2% | +20.0% | +18.3% | +10.8% |
| All | +38.2% | +20.8% | +17.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling