+82.5%
ASHR vs SPY
+415.1%
-332.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +1.5% |
| 7D | +0.6% | -4.7% | +5.3% | +3.7% |
| 30D | -6.4% | -5.9% | -0.5% | -2.7% |
| 3M | -11.5% | -4.5% | -6.9% | -8.8% |
| 6M | -13.6% | +1.8% | -15.3% | -14.5% |
| YTD | -7.0% | +8.3% | -15.3% | -11.7% |
| 1Y | -5.1% | +9.3% | -14.5% | -10.5% |
| 3Y | +28.6% | +74.9% | -46.2% | -13.2% |
| 5Y | -13.6% | +67.3% | -80.9% | -40.7% |
| 10Y | +40.1% | +311.6% | -271.5% | -58.5% |
| All | +82.5% | +415.1% | -332.6% | -52.9% |
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 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