+787.2%
ASYS vs SPY
+2,945.2%
-2,158.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.4% | -5.8% | -6.0% |
| 7D | -18.9% | -4.7% | -14.2% | -14.9% |
| 30D | -37.6% | -5.9% | -31.6% | -33.4% |
| 3M | -30.7% | -4.5% | -26.2% | -27.1% |
| 6M | -38.1% | +1.8% | -39.9% | -37.7% |
| YTD | -11.6% | +8.3% | -20.0% | -16.0% |
| 1Y | +55.3% | +9.3% | +46.0% | +46.7% |
| 3Y | +49.7% | +74.9% | -25.2% | -8.9% |
| 5Y | -26.2% | +67.3% | -93.4% | -52.7% |
| 10Y | +150.3% | +311.6% | -161.2% | -30.0% |
| All | +787.2% | +2,945.2% | -2,158.0% | +3.6% |
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 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