+248.3%
ASMG vs SPY
+33.3%
+214.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +7.2% |
| 7D | +11.7% | +0.5% | +11.1% | +9.2% |
| 30D | +0.7% | -0.9% | +1.6% | +3.4% |
| 3M | -7.8% | +3.9% | -11.7% | -16.4% |
| 6M | +54.1% | +14.5% | +39.6% | +9.4% |
| YTD | +112.8% | +12.9% | +99.9% | +60.9% |
| 1Y | +255.6% | +19.4% | +236.2% | +137.2% |
| All | +248.3% | +33.3% | +214.9% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling