+46.3%
ASRV vs SPY
+67.4%
-21.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.4% | -2.7% | +1.3% | -1.1% |
| 30D | +8.0% | -5.4% | +13.4% | +8.9% |
| 3M | +1.0% | -4.1% | +5.1% | +1.6% |
| 6M | +28.5% | +0.7% | +27.8% | +28.1% |
| YTD | +55.3% | +8.7% | +46.6% | +52.7% |
| 1Y | +60.8% | +10.9% | +50.0% | +57.7% |
| 3Y | +108.4% | +75.0% | +33.4% | +92.6% |
| All | +46.3% | +67.4% | -21.1% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling