+122.0%
ASM vs SPY
+304.1%
-182.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.1% |
| 7D | +8.7% | -0.6% | +9.3% | +9.5% |
| 30D | -16.4% | -3.7% | -12.7% | -12.7% |
| 3M | -36.5% | -2.7% | -33.8% | -34.3% |
| 6M | -32.8% | +2.2% | -34.9% | -32.9% |
| YTD | -25.3% | +10.8% | -36.1% | -30.1% |
| 1Y | +2.0% | +11.2% | -9.3% | -4.5% |
| 3Y | +1,004.8% | +76.5% | +928.3% | +603.8% |
| 5Y | +388.4% | +72.9% | +315.5% | +210.9% |
| 10Y | +122.0% | +304.8% | -182.8% | +9.2% |
| All | +122.0% | +304.1% | -182.1% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling