+59.8%
ASND vs SPY
+67.4%
-7.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +2.2% | -2.7% | +4.9% | +4.2% |
| 30D | +12.4% | -5.4% | +17.8% | +16.9% |
| 3M | +2.8% | -4.1% | +6.9% | +5.8% |
| 6M | +8.9% | +0.7% | +8.2% | +7.9% |
| YTD | +20.4% | +8.7% | +11.8% | +12.5% |
| 1Y | +28.9% | +10.9% | +18.0% | +18.3% |
| 3Y | +172.0% | +75.0% | +97.0% | +66.6% |
| All | +59.8% | +67.4% | -7.5% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling