+122.0%
ASM price history and return analytics
+217.6%
-95.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.9% |
| 7D | +8.7% | -0.1% | +8.8% | +9.1% |
| 30D | -16.4% | -3.1% | -13.3% | -12.6% |
| 3M | -36.5% | -3.5% | -33.0% | -33.1% |
| 6M | -32.8% | +0.5% | -33.2% | -31.2% |
| YTD | -25.3% | +10.8% | -36.1% | -30.3% |
| 1Y | +2.0% | +11.9% | -9.9% | -5.5% |
| 3Y | +1,004.8% | +73.0% | +931.8% | +565.2% |
| 5Y | +388.4% | +58.6% | +329.8% | +216.7% |
| 10Y | +122.0% | +219.2% | -97.2% | -14.9% |
| All | +122.0% | +217.6% | -95.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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