+439.3%
ASO vs SPY
+140.3%
+299.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.2% |
| 7D | +13.6% | -2.7% | +16.3% | +17.4% |
| 30D | +27.8% | -5.4% | +33.2% | +36.7% |
| 3M | +42.5% | -4.1% | +46.6% | +49.6% |
| 6M | +24.3% | +0.7% | +23.6% | +21.9% |
| YTD | +35.8% | +8.7% | +27.2% | +20.4% |
| 1Y | +47.7% | +10.9% | +36.8% | +27.4% |
| 3Y | +41.4% | +75.0% | -33.6% | -31.6% |
| 5Y | +52.4% | +67.8% | -15.4% | -22.2% |
| All | +439.3% | +140.3% | +299.0% | +124.9% |
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