+155.2%
ASYS vs SPY
+315.0%
-159.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +2.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.2% |
| 30D | -26.9% | -3.3% | -23.6% | -23.8% |
| 3M | -22.6% | -2.4% | -20.2% | -20.0% |
| 6M | -44.1% | +2.6% | -46.6% | -44.1% |
| YTD | -4.2% | +11.2% | -15.5% | -11.4% |
| 1Y | +61.1% | +13.4% | +47.7% | +46.6% |
| 3Y | +65.1% | +79.9% | -14.8% | -3.7% |
| 5Y | -20.2% | +72.2% | -92.4% | -51.2% |
| 10Y | +155.2% | +307.3% | -152.1% | -37.6% |
| All | +155.2% | +315.0% | -159.8% | -37.6% |
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