+1,299.2%
ASH vs SPY
+3,059.5%
-1,760.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -3.2% | -0.4% | -2.9% | -2.9% |
| 30D | -4.2% | -1.4% | -2.8% | -3.0% |
| 3M | +15.6% | +3.7% | +11.9% | +11.3% |
| 6M | +32.6% | +13.0% | +19.6% | +17.9% |
| YTD | +24.9% | +12.4% | +12.5% | +11.7% |
| 1Y | +38.5% | +18.5% | +20.0% | +17.6% |
| 3Y | -6.7% | +77.6% | -84.4% | -46.2% |
| 5Y | -15.3% | +81.7% | -97.0% | -52.5% |
| 10Y | +49.2% | +319.7% | -270.5% | -62.1% |
| All | +1,299.2% | +3,059.5% | -1,760.3% | -10.6% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling