+112.0%
ASMG vs SPY
+28.3%
+83.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.3% | +9.3% | +8.6% |
| 7D | -18.9% | -2.7% | -16.2% | -10.2% |
| 30D | -40.5% | -5.4% | -35.1% | -26.8% |
| 3M | -36.5% | -4.1% | -32.4% | -25.3% |
| 6M | -30.6% | +0.7% | -31.3% | -26.7% |
| YTD | +29.5% | +8.7% | +20.8% | +14.3% |
| 1Y | +34.9% | +10.9% | +24.1% | +13.9% |
| All | +112.0% | +28.3% | +83.7% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling