+60.5%
ASO vs SPY
+12.3%
+48.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.5% | +4.0% |
| 7D | +15.1% | +0.1% | +15.0% | +14.8% |
| 30D | +33.1% | -3.3% | +36.4% | +36.0% |
| 3M | +48.3% | -2.4% | +50.8% | +50.6% |
| 6M | +32.3% | +2.6% | +29.8% | +28.3% |
| YTD | +43.7% | +11.2% | +32.5% | +30.4% |
| All | +60.5% | +12.3% | +48.2% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling