+55.2%
ASO vs SPY
+78.1%
-22.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +0.5% | +2.6% | -2.1% | -2.7% |
| 30D | +21.2% | -2.0% | +23.2% | +23.9% |
| 3M | +38.5% | -2.8% | +41.3% | +43.0% |
| 6M | +36.1% | +2.1% | +33.9% | +31.1% |
| YTD | +36.5% | +11.5% | +25.0% | +16.5% |
| 1Y | +52.8% | +13.5% | +39.3% | +27.2% |
| 3Y | +55.2% | +77.7% | -22.5% | -34.5% |
| All | +55.2% | +78.1% | -22.9% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling