-12.2%
ASR vs SPY
+2.1%
-14.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +2.8% |
| 7D | +4.5% | -4.7% | +9.3% | +8.2% |
| 30D | +9.8% | -5.9% | +15.7% | +15.0% |
| 3M | -3.1% | -4.5% | +1.4% | +0.1% |
| 6M | -12.2% | +1.8% | -14.0% | -14.2% |
| All | -12.2% | +2.1% | -14.2% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling