+68.3%
ASH vs SPY
+308.5%
-240.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -1.3% | +3.3% | -4.6% | -4.4% |
| 30D | +3.6% | -2.7% | +6.3% | +6.1% |
| 3M | +1.3% | -1.7% | +3.1% | +2.6% |
| 6M | +34.4% | +3.1% | +31.4% | +29.7% |
| YTD | +30.8% | +11.9% | +19.0% | +16.8% |
| 1Y | +54.5% | +12.0% | +42.5% | +37.6% |
| 3Y | +11.7% | +78.2% | -66.5% | -36.8% |
| 5Y | -21.7% | +73.2% | -95.0% | -54.7% |
| All | +68.3% | +308.5% | -240.2% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling