+4,124.2%
ASR vs SPY
+752.1%
+3,372.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -5.7% | +0.1% | -5.8% | -5.8% |
| 3M | -12.1% | +2.0% | -14.1% | -13.4% |
| 6M | -24.0% | +13.0% | -37.0% | -30.7% |
| YTD | -18.9% | +13.5% | -32.5% | -26.3% |
| 1Y | -21.9% | +20.0% | -41.8% | -32.0% |
| 3Y | +11.6% | +77.2% | -65.5% | -28.5% |
| 5Y | +77.3% | +81.9% | -4.6% | +10.2% |
| 10Y | +121.7% | +314.1% | -192.4% | -25.4% |
| All | +4,124.2% | +752.1% | +3,372.1% | +697.8% |
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