-89.1%
ASPS vs SPY
+886.1%
-975.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +3.5% |
| 7D | +7.1% | -4.7% | +11.8% | +10.8% |
| 30D | -5.3% | -5.9% | +0.6% | -1.1% |
| 3M | +2.3% | -4.5% | +6.9% | +5.6% |
| 6M | -17.1% | +1.8% | -18.9% | -18.6% |
| YTD | -17.7% | +8.3% | -26.0% | -23.3% |
| 1Y | -35.3% | +9.3% | -44.6% | -40.2% |
| 3Y | -82.4% | +74.9% | -157.2% | -89.5% |
| 5Y | -94.4% | +67.3% | -161.6% | -96.6% |
| 10Y | -97.0% | +311.6% | -408.6% | -99.3% |
| All | -89.1% | +886.1% | -975.2% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling