-38.1%
ASYS vs SPY
+2.1%
-40.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.4% | -5.8% | +5.4% |
| 7D | -18.9% | -4.7% | -14.2% | -3.5% |
| 30D | -37.6% | -5.9% | -31.6% | -21.0% |
| 3M | -30.7% | -4.5% | -26.2% | -17.6% |
| 6M | -38.1% | +1.8% | -39.9% | -44.3% |
| All | -38.1% | +2.1% | -40.2% | -44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling