+4,240.6%
ASR vs SPY
+713.0%
+3,527.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +2.9% |
| 7D | +4.5% | -4.7% | +9.3% | +8.4% |
| 30D | +9.8% | -5.9% | +15.7% | +14.9% |
| 3M | -3.1% | -4.5% | +1.4% | +0.3% |
| 6M | -12.2% | +1.8% | -14.0% | -13.5% |
| YTD | -16.7% | +8.3% | -25.0% | -21.6% |
| 1Y | -13.4% | +9.3% | -22.7% | -19.2% |
| 3Y | +36.0% | +74.9% | -38.9% | -12.2% |
| 5Y | +56.7% | +67.3% | -10.6% | +3.7% |
| 10Y | +137.4% | +311.6% | -174.1% | -19.7% |
| All | +4,240.6% | +713.0% | +3,527.6% | +748.8% |
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