+1,314.6%
ASH vs SPY
+3,074.3%
-1,759.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -4.0% | +0.5% | -4.5% | -4.5% |
| 30D | -4.5% | -0.9% | -3.5% | -3.7% |
| 3M | +27.1% | +3.9% | +23.2% | +22.2% |
| 6M | +32.7% | +14.5% | +18.2% | +16.4% |
| YTD | +26.2% | +12.9% | +13.3% | +12.4% |
| 1Y | +36.8% | +19.4% | +17.4% | +15.3% |
| 3Y | -5.7% | +78.5% | -84.2% | -45.9% |
| 5Y | -14.2% | +81.8% | -96.0% | -51.9% |
| 10Y | +48.2% | +311.5% | -263.3% | -61.6% |
| All | +1,314.6% | +3,074.3% | -1,759.7% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling