+1,223.2%
ASND vs SPY
+312.5%
+910.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.1% |
| 7D | -2.4% | -0.4% | -2.1% | -2.2% |
| 30D | +2.0% | -1.4% | +3.4% | +3.0% |
| 3M | +22.3% | +3.7% | +18.6% | +19.0% |
| 6M | +8.7% | +13.0% | -4.3% | -0.4% |
| YTD | +22.3% | +12.4% | +9.9% | +12.2% |
| 1Y | +28.5% | +18.5% | +10.0% | +13.2% |
| 3Y | +167.3% | +77.6% | +89.7% | +72.8% |
| 5Y | +64.6% | +81.7% | -17.1% | +4.5% |
| 10Y | +1,223.2% | +319.7% | +903.6% | +360.8% |
| All | +1,223.2% | +312.5% | +910.7% | +360.8% |
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