-7.1%
ASST vs SPY
+12.1%
-19.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -2.8% |
| 7D | -0.4% | +2.6% | -3.0% | -8.9% |
| 30D | -13.5% | -2.0% | -11.5% | -5.6% |
| 3M | +69.8% | -2.8% | +72.6% | +91.1% |
| 6M | +27.6% | +2.1% | +25.5% | +20.4% |
| YTD | +44.7% | +11.5% | +33.2% | +1.3% |
| 1Y | -7.1% | +13.5% | -20.6% | -37.8% |
| All | -7.1% | +12.1% | -19.2% | -37.8% |
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