+57.3%
ASPI vs SPY
+108.5%
-51.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +8.4% |
| 7D | +8.2% | +0.1% | +8.1% | +8.0% |
| 30D | +3.7% | +0.1% | +3.7% | +3.8% |
| 3M | -47.3% | +2.0% | -49.3% | -48.3% |
| 6M | -20.9% | +13.0% | -33.9% | -34.0% |
| YTD | -21.5% | +13.5% | -35.0% | -34.2% |
| 1Y | -47.2% | +20.0% | -67.2% | -59.2% |
| 3Y | +259.0% | +77.2% | +181.8% | +116.2% |
| All | +57.3% | +108.5% | -51.2% | -4.1% |
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