-94.7%
ASMB vs SPY
+678.3%
-773.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +5.1% |
| 7D | -4.1% | -4.7% | +0.6% | +0.4% |
| 30D | -9.8% | -5.9% | -3.9% | -4.3% |
| 3M | -24.6% | -4.5% | -20.1% | -21.1% |
| 6M | -32.3% | +1.8% | -34.1% | -33.7% |
| YTD | -41.2% | +8.3% | -49.5% | -45.7% |
| 1Y | -37.7% | +9.3% | -47.1% | -42.9% |
| 3Y | +91.6% | +74.9% | +16.7% | +9.9% |
| 5Y | -46.4% | +67.3% | -113.7% | -67.8% |
| 10Y | -87.0% | +311.6% | -398.5% | -96.5% |
| All | -94.7% | +678.3% | -773.0% | -99.0% |
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