+443.0%
ASM vs SPY
+801.0%
-358.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +13.1% | +0.1% | +13.1% | +13.2% |
| 3M | +7.8% | +2.0% | +5.8% | +7.3% |
| 6M | -15.6% | +13.0% | -28.6% | -21.0% |
| YTD | +18.0% | +13.5% | +4.5% | +10.6% |
| 1Y | +70.1% | +20.0% | +50.1% | +54.6% |
| 3Y | +1,082.3% | +77.2% | +1,005.1% | +753.4% |
| 5Y | +591.5% | +81.9% | +509.6% | +388.8% |
| 10Y | +221.5% | +314.1% | -92.6% | +49.3% |
| All | +443.0% | +801.0% | -358.0% | +55.2% |
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