+259.3%
ASO vs SPY
+151.1%
+108.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.4% |
| 7D | +3.3% | +0.1% | +3.2% | +3.1% |
| 30D | -6.1% | +0.1% | -6.2% | -6.2% |
| 3M | -11.8% | +2.0% | -13.8% | -14.4% |
| 6M | -25.7% | +13.0% | -38.7% | -37.1% |
| YTD | -9.5% | +13.5% | -23.1% | -23.9% |
| 1Y | -9.2% | +20.0% | -29.2% | -28.9% |
| 3Y | -14.0% | +77.2% | -91.2% | -58.8% |
| 5Y | +4.8% | +81.9% | -77.1% | -50.6% |
| All | +259.3% | +151.1% | +108.1% | +42.2% |
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