+889.4%
ASM vs SPY
+75.1%
+814.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.0% |
| 7D | +7.1% | -2.7% | +9.8% | +12.4% |
| 30D | -12.6% | -5.4% | -7.2% | -3.3% |
| 3M | -27.1% | -4.1% | -23.0% | -21.1% |
| 6M | -31.7% | +0.7% | -32.4% | -30.6% |
| YTD | -25.1% | +8.7% | -33.8% | -31.1% |
| 1Y | +12.3% | +10.9% | +1.4% | +1.3% |
| 3Y | +889.4% | +75.0% | +814.4% | +484.1% |
| All | +889.4% | +75.1% | +814.3% | +484.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling