-86.2%
ASMB vs SPY
+304.1%
-390.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | +7.2% | -0.6% | +7.8% | +7.7% |
| 30D | -9.3% | -3.7% | -5.6% | -5.6% |
| 3M | -20.2% | -2.7% | -17.4% | -17.7% |
| 6M | -28.2% | +2.2% | -30.4% | -30.0% |
| YTD | -37.2% | +10.8% | -48.1% | -43.8% |
| 1Y | -33.4% | +11.2% | -44.7% | -40.6% |
| 3Y | +137.2% | +76.5% | +60.7% | +27.7% |
| 5Y | -39.5% | +72.9% | -112.4% | -66.6% |
| 10Y | -86.2% | +304.8% | -391.0% | -95.9% |
| All | -86.2% | +304.1% | -390.3% | -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