+107.2%
ASMH vs SPY
+36.4%
+70.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +1.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -14.4% | -3.3% | -11.1% | -9.1% |
| 3M | -9.6% | -2.4% | -7.2% | -5.6% |
| 6M | +1.1% | +2.6% | -1.5% | -2.0% |
| YTD | +50.5% | +11.2% | +39.3% | +30.0% |
| 1Y | +56.4% | +13.4% | +43.0% | +31.7% |
| All | +107.2% | +36.4% | +70.9% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling