-36.8%
ASMB vs SPY
+14.6%
-51.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -2.4% |
| 7D | -3.4% | -0.7% | -2.7% | -2.5% |
| 30D | -12.6% | -1.0% | -11.6% | -11.4% |
| 3M | -24.8% | -0.3% | -24.5% | -24.4% |
| 6M | -28.6% | +7.3% | -35.9% | -35.6% |
| YTD | -41.6% | +13.3% | -54.9% | -51.1% |
| 1Y | -36.8% | +14.8% | -51.6% | -48.5% |
| All | -36.8% | +14.6% | -51.4% | -48.5% |
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