+257.4%
ASO vs SPY
+149.8%
+107.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | +4.4% | +0.5% | +3.9% | +3.7% |
| 30D | -7.1% | -0.9% | -6.2% | -6.0% |
| 3M | -13.2% | +3.9% | -17.1% | -17.7% |
| 6M | -25.4% | +14.5% | -39.9% | -38.0% |
| YTD | -10.0% | +12.9% | -22.9% | -23.7% |
| 1Y | -10.4% | +19.4% | -29.8% | -29.4% |
| 3Y | -9.9% | +78.5% | -88.4% | -57.2% |
| 5Y | +7.0% | +81.8% | -74.8% | -49.4% |
| All | +257.4% | +149.8% | +107.7% | +42.5% |
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