+2.0%
ASM vs SPY
+11.9%
-9.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -4.4% |
| 7D | +8.7% | -0.6% | +9.3% | +9.9% |
| 30D | -16.4% | -3.7% | -12.7% | -5.5% |
| 3M | -36.5% | -2.7% | -33.8% | -30.7% |
| 6M | -32.8% | +2.2% | -34.9% | -36.2% |
| YTD | -25.3% | +10.8% | -36.1% | -42.8% |
| 1Y | +2.0% | +11.2% | -9.3% | -21.9% |
| All | +2.0% | +11.9% | -9.9% | -21.9% |
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 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