+113.5%
ASM vs SPY
+315.0%
-201.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +3.1% |
| 7D | +12.1% | +0.1% | +12.0% | +12.2% |
| 30D | -11.5% | -3.3% | -8.2% | -8.0% |
| 3M | -28.6% | -2.4% | -26.2% | -26.5% |
| 6M | -28.8% | +2.6% | -31.4% | -29.3% |
| YTD | -20.9% | +11.2% | -32.2% | -26.3% |
| 1Y | +14.5% | +13.4% | +1.1% | +5.3% |
| 3Y | +991.1% | +79.9% | +911.2% | +583.0% |
| 5Y | +381.4% | +72.2% | +309.2% | +207.5% |
| 10Y | +113.5% | +307.3% | -193.8% | +4.5% |
| All | +113.5% | +315.0% | -201.5% | +4.5% |
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