-97.1%
ASPS vs SPY
+312.9%
-409.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.1% |
| 7D | +6.4% | -2.7% | +9.1% | +8.1% |
| 30D | -1.7% | -5.4% | +3.7% | +1.6% |
| 3M | +1.2% | -4.1% | +5.3% | +3.6% |
| 6M | -15.6% | +0.7% | -16.3% | -16.3% |
| YTD | -15.8% | +8.7% | -24.5% | -20.8% |
| 1Y | -38.4% | +10.9% | -49.2% | -42.8% |
| 3Y | -82.3% | +75.0% | -157.3% | -88.8% |
| 5Y | -94.2% | +67.8% | -162.0% | -96.3% |
| All | -97.1% | +312.9% | -409.9% | -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