-31.2%
ASMU vs SPY
+6.1%
-37.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -4.4% | -14.0% | +1.4% |
| 7D | -35.6% | -4.7% | -30.9% | -18.6% |
| 30D | -47.1% | -5.9% | -41.1% | -28.4% |
| 3M | -39.7% | -4.5% | -35.2% | -24.3% |
| 6M | -26.6% | +1.8% | -28.4% | -29.1% |
| All | -31.2% | +6.1% | -37.3% | -42.1% |
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