-40.5%
ASMB vs SPY
+12.1%
-52.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.0% | +5.1% |
| 7D | +3.4% | +2.6% | +0.8% | +0.5% |
| 30D | +2.9% | -2.0% | +4.9% | +5.1% |
| 3M | -29.5% | -2.8% | -26.7% | -27.2% |
| 6M | -33.4% | +2.1% | -35.6% | -35.7% |
| YTD | -37.9% | +11.5% | -49.4% | -47.2% |
| 1Y | -40.5% | +13.5% | -54.0% | -51.1% |
| All | -40.5% | +12.1% | -52.6% | -51.1% |
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