-51.4%
ASMB vs SPY
+313.4%
-364.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 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% | +48.3% |
| 6M | +22.9% | +13.0% | +9.8% | +7.7% |
| YTD | +7.6% | +13.5% | -5.9% | -6.0% |
| 1Y | +57.0% | +20.0% | +37.0% | +29.6% |
| 3Y | +211.2% | +77.2% | +134.0% | +68.3% |
| 5Y | -6.4% | +81.9% | -88.3% | -51.1% |
| All | -51.4% | +313.4% | -364.8% | -87.4% |
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