+46.8%
ASMG vs SPY
+11.8%
+35.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -3.5% |
| 7D | +20.5% | +3.3% | +17.2% | +5.0% |
| 30D | -27.5% | -2.7% | -24.8% | -15.4% |
| 3M | -37.7% | -1.7% | -36.0% | -30.6% |
| 6M | -20.6% | +3.1% | -23.7% | -26.3% |
| YTD | +42.3% | +11.9% | +30.4% | -1.2% |
| 1Y | +46.8% | +12.0% | +34.8% | +2.4% |
| All | +46.8% | +11.8% | +35.0% | +2.4% |
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 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