+40.9%
ASYS vs SPY
+82.0%
-41.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | -6.6% | +0.1% | -6.7% | -6.7% |
| 3M | -31.8% | +2.0% | -33.8% | -32.4% |
| 6M | +6.1% | +13.0% | -6.9% | -4.5% |
| YTD | +19.1% | +13.5% | +5.6% | +6.1% |
| 1Y | +133.2% | +20.0% | +113.3% | +98.4% |
| 3Y | +73.6% | +77.2% | -3.6% | -1.6% |
| All | +40.9% | +82.0% | -41.1% | -19.0% |
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