-97.3%
ASPS vs SPY
+307.0%
-404.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -5.3% | +2.6% | -7.9% | -6.9% |
| 30D | -3.1% | -2.0% | -1.2% | -2.2% |
| 3M | -3.5% | -2.8% | -0.7% | -2.1% |
| 6M | -15.5% | +2.1% | -17.7% | -17.0% |
| YTD | -20.3% | +11.5% | -31.8% | -26.3% |
| 1Y | -42.0% | +13.5% | -55.5% | -47.0% |
| 3Y | -82.3% | +77.7% | -160.0% | -88.9% |
| 5Y | -94.6% | +72.6% | -167.2% | -96.6% |
| All | -97.3% | +307.0% | -404.3% | -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