-86.6%
ASMB vs SPY
+312.9%
-399.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | +1.4% | -2.7% | +4.1% | +4.2% |
| 30D | -11.0% | -5.4% | -5.6% | -5.7% |
| 3M | -22.8% | -4.1% | -18.7% | -19.3% |
| 6M | -34.9% | +0.7% | -35.6% | -35.6% |
| YTD | -40.0% | +8.7% | -48.6% | -45.1% |
| 1Y | -34.6% | +10.9% | -45.4% | -41.4% |
| 3Y | +93.4% | +75.0% | +18.4% | +5.1% |
| 5Y | -45.3% | +67.8% | -113.1% | -68.7% |
| All | -86.6% | +312.9% | -399.5% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling