+35.9%
ASRV vs SPY
+3,091.8%
-3,055.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +9.5% | +0.1% | +9.5% | +9.5% |
| 3M | +34.7% | +2.0% | +32.8% | +33.7% |
| 6M | +33.3% | +13.0% | +20.3% | +27.7% |
| YTD | +62.4% | +13.5% | +48.8% | +55.3% |
| 1Y | +71.5% | +20.0% | +51.5% | +61.0% |
| 3Y | +89.1% | +77.2% | +11.9% | +54.5% |
| 5Y | +63.4% | +81.9% | -18.5% | +30.5% |
| 10Y | +114.0% | +314.1% | -200.0% | +26.2% |
| All | +35.9% | +3,091.8% | -3,055.9% | -55.4% |
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 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