-75.4%
ASST vs SPY
+20.8%
-96.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +2.7% |
| 7D | +24.8% | +0.1% | +24.7% | +24.4% |
| 30D | +118.0% | +0.1% | +117.9% | +117.5% |
| 3M | +80.7% | +2.0% | +78.7% | +68.1% |
| 6M | +182.1% | +13.0% | +169.1% | +71.0% |
| YTD | +83.9% | +13.5% | +70.3% | +11.2% |
| 1Y | -75.4% | +20.0% | -95.3% | -92.2% |
| All | -75.4% | +20.8% | -96.2% | -92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling