+244.4%
ASM vs SPY
+762.3%
-517.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +7.1% | -2.7% | +9.8% | +9.3% |
| 30D | -12.6% | -5.4% | -7.2% | -8.9% |
| 3M | -27.1% | -4.1% | -23.0% | -24.6% |
| 6M | -31.7% | +0.7% | -32.4% | -31.1% |
| YTD | -25.1% | +8.7% | -33.8% | -27.4% |
| 1Y | +12.3% | +10.9% | +1.4% | +7.8% |
| 3Y | +889.4% | +75.0% | +814.4% | +624.8% |
| 5Y | +384.4% | +67.8% | +316.6% | +261.7% |
| 10Y | +97.9% | +312.9% | -215.0% | -6.9% |
| All | +244.4% | +762.3% | -517.8% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling