+1,336.9%
ASND vs SPY
+356.7%
+980.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | +10.8% | +0.1% | +10.7% | +10.7% |
| 3M | +23.6% | +2.0% | +21.6% | +21.8% |
| 6M | +12.1% | +13.0% | -0.9% | +2.8% |
| YTD | +26.9% | +13.5% | +13.3% | +15.8% |
| 1Y | +36.6% | +20.0% | +16.6% | +19.5% |
| 3Y | +175.3% | +77.2% | +98.1% | +80.0% |
| 5Y | +62.0% | +81.9% | -19.9% | +3.8% |
| 10Y | +1,294.6% | +314.1% | +980.6% | +397.9% |
| All | +1,336.9% | +356.7% | +980.2% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling