-10.4%
ASM vs SPY
+12.1%
-22.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -1.4% |
| 7D | -7.7% | +2.6% | -10.3% | -14.8% |
| 30D | -12.1% | -2.0% | -10.1% | -6.5% |
| 3M | -37.9% | -2.8% | -35.1% | -31.8% |
| 6M | -45.2% | +2.1% | -47.4% | -47.9% |
| YTD | -30.9% | +11.5% | -42.4% | -48.3% |
| 1Y | -10.4% | +13.5% | -23.9% | -36.5% |
| All | -10.4% | +12.1% | -22.5% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling