-17.3%
ASMU vs SPY
+9.2%
-26.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +1.5% |
| 7D | +9.4% | +2.6% | +6.8% | -2.0% |
| 30D | -22.1% | -2.0% | -20.1% | -12.2% |
| 3M | -39.5% | -2.8% | -36.7% | -29.2% |
| 6M | -25.9% | +2.1% | -28.0% | -29.3% |
| All | -17.3% | +9.2% | -26.5% | -38.5% |
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