+91.3%
ASRV vs SPY
+311.3%
-220.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.6% | -7.9% |
| 7D | -6.2% | +0.5% | -6.8% | -6.4% |
| 30D | -5.5% | -0.9% | -4.5% | -5.2% |
| 3M | +27.2% | +3.9% | +23.3% | +25.6% |
| 6M | +26.1% | +14.5% | +11.6% | +20.6% |
| YTD | +49.2% | +12.9% | +36.3% | +43.4% |
| 1Y | +68.1% | +19.4% | +48.7% | +58.6% |
| 3Y | +74.9% | +78.5% | -3.5% | +44.2% |
| 5Y | +47.0% | +81.8% | -34.8% | +19.2% |
| 10Y | +91.3% | +311.5% | -220.2% | +10.1% |
| All | +91.3% | +311.3% | -220.0% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling