+47.0%
ASO vs SPY
+72.1%
-25.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +0.5% | +2.6% | -2.1% | -2.8% |
| 30D | +21.2% | -2.0% | +23.2% | +24.1% |
| 3M | +38.5% | -2.8% | +41.3% | +43.3% |
| 6M | +36.1% | +2.1% | +33.9% | +31.0% |
| YTD | +36.5% | +11.5% | +25.0% | +16.2% |
| 1Y | +52.8% | +13.5% | +39.3% | +26.9% |
| 3Y | +55.2% | +77.7% | -22.5% | -30.2% |
| All | +47.0% | +72.1% | -25.1% | -27.7% |
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