-13.9%
ASH vs SPY
+74.7%
-88.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.2% |
| 7D | +5.2% | -0.7% | +5.9% | +5.9% |
| 30D | +11.1% | -1.0% | +12.2% | +12.1% |
| 3M | +6.3% | -0.3% | +6.6% | +6.5% |
| 6M | +47.4% | +7.3% | +40.1% | +37.7% |
| YTD | +32.9% | +13.3% | +19.6% | +18.2% |
| 1Y | +64.3% | +14.8% | +49.5% | +44.3% |
| 3Y | +5.9% | +82.9% | -77.0% | -38.1% |
| All | -13.9% | +74.7% | -88.6% | -47.9% |
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 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