-9.7%
ASR vs SPY
+13.0%
-22.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.1% |
| 7D | +2.3% | -0.9% | +3.2% | +3.0% |
| 30D | +14.4% | -2.4% | +16.8% | +16.8% |
| 3M | 0.0% | -1.2% | +1.2% | +0.9% |
| 6M | -11.8% | +3.3% | -15.1% | -14.9% |
| YTD | -14.4% | +12.3% | -26.7% | -24.9% |
| 1Y | -9.7% | +12.4% | -22.2% | -20.9% |
| All | -9.7% | +13.0% | -22.7% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling