-14.4%
ASH vs SPY
+67.4%
-81.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +2.6% | -2.7% | +5.3% | +5.0% |
| 30D | +8.4% | -5.4% | +13.8% | +13.7% |
| 3M | +6.4% | -4.1% | +10.4% | +10.1% |
| 6M | +42.2% | +0.7% | +41.5% | +40.4% |
| YTD | +33.2% | +8.7% | +24.5% | +22.9% |
| 1Y | +56.6% | +10.9% | +45.7% | +41.6% |
| 3Y | +6.6% | +75.0% | -68.4% | -35.2% |
| All | -14.4% | +67.4% | -81.8% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling