+104.2%
ASHR vs SPY
+439.9%
-335.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | -4.9% | +2.0% | -6.9% | -6.1% |
| 6M | +2.5% | +13.0% | -10.5% | -5.2% |
| YTD | +4.1% | +13.5% | -9.4% | -4.1% |
| 1Y | +13.4% | +20.0% | -6.6% | +0.8% |
| 3Y | +35.7% | +77.2% | -41.5% | -9.1% |
| 5Y | -3.3% | +81.9% | -85.2% | -37.5% |
| 10Y | +54.4% | +314.1% | -259.7% | -53.7% |
| All | +104.2% | +439.9% | -335.7% | -48.8% |
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