-97.3%
ASPS vs SPY
+308.5%
-405.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | -3.7% | +3.3% | -7.0% | -5.7% |
| 30D | -6.9% | -2.7% | -4.2% | -5.6% |
| 3M | -2.5% | -1.7% | -0.7% | -1.7% |
| 6M | -18.1% | +3.1% | -21.2% | -20.0% |
| YTD | -20.7% | +11.9% | -32.6% | -26.8% |
| 1Y | -43.4% | +12.0% | -55.4% | -47.8% |
| 3Y | -82.5% | +78.2% | -160.7% | -89.0% |
| 5Y | -94.7% | +73.2% | -167.9% | -96.6% |
| All | -97.3% | +308.5% | -405.8% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling