-82.3%
ASPS vs SPY
+75.1%
-157.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +6.4% | -2.7% | +9.1% | +6.0% |
| 30D | -1.7% | -5.4% | +3.7% | -2.3% |
| 3M | +1.2% | -4.1% | +5.3% | +0.8% |
| 6M | -15.6% | +0.7% | -16.3% | -15.4% |
| YTD | -15.8% | +8.7% | -24.5% | -14.5% |
| 1Y | -38.4% | +10.9% | -49.2% | -37.2% |
| 3Y | -82.3% | +75.0% | -157.3% | -81.7% |
| All | -82.3% | +75.1% | -157.4% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling