-94.4%
ASPS vs SPY
+67.0%
-161.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.8% |
| 7D | +7.1% | -4.7% | +11.8% | +7.8% |
| 30D | -5.3% | -5.9% | +0.6% | -4.5% |
| 3M | +2.3% | -4.5% | +6.9% | +2.9% |
| 6M | -17.1% | +1.8% | -18.9% | -17.3% |
| YTD | -17.7% | +8.3% | -26.0% | -18.6% |
| 1Y | -35.3% | +9.3% | -44.6% | -36.1% |
| 3Y | -82.4% | +74.9% | -157.2% | -84.6% |
| 5Y | -94.4% | +67.3% | -161.6% | -95.0% |
| All | -94.4% | +67.0% | -161.4% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling