-90.3%
ASMB vs SPY
+715.7%
-806.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | +37.9% | +0.1% | +37.9% | +37.8% |
| 3M | +51.8% | +2.0% | +49.8% | +48.6% |
| 6M | +22.9% | +13.0% | +9.8% | +8.7% |
| YTD | +7.6% | +13.5% | -5.9% | -5.0% |
| 1Y | +57.0% | +20.0% | +37.0% | +31.4% |
| 3Y | +211.2% | +77.2% | +134.0% | +76.8% |
| 5Y | -6.4% | +81.9% | -88.3% | -48.5% |
| 10Y | -50.2% | +314.1% | -364.3% | -86.9% |
| All | -90.3% | +715.7% | -806.0% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling