+1,213.0%
ASND vs SPY
+308.5%
+904.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.3% |
| 7D | +5.4% | +3.3% | +2.1% | +3.0% |
| 30D | +19.6% | -2.7% | +22.3% | +21.8% |
| 3M | +4.5% | -1.7% | +6.3% | +5.7% |
| 6M | +12.4% | +3.1% | +9.3% | +9.7% |
| YTD | +25.2% | +11.9% | +13.3% | +15.1% |
| 1Y | +34.1% | +12.0% | +22.1% | +23.0% |
| 3Y | +195.8% | +78.2% | +117.6% | +90.5% |
| 5Y | +71.5% | +73.2% | -1.7% | +12.3% |
| All | +1,213.0% | +308.5% | +904.5% | +402.3% |
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