+57.0%
ASMB vs SPY
+20.8%
+36.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +7.4% | +0.1% | +7.3% | +7.2% |
| 30D | +37.9% | +0.1% | +37.9% | +37.8% |
| 3M | +51.8% | +2.0% | +49.8% | +48.2% |
| 6M | +22.9% | +13.0% | +9.8% | +3.0% |
| YTD | +7.6% | +13.5% | -5.9% | -10.1% |
| 1Y | +57.0% | +20.0% | +37.0% | +22.8% |
| All | +57.0% | +20.8% | +36.2% | +22.8% |
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 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