-38.5%
ASST vs SPY
+75.1%
-113.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +3.7% |
| 7D | -3.4% | -2.7% | -0.7% | +1.8% |
| 30D | -23.9% | -5.4% | -18.5% | -15.5% |
| 3M | +74.2% | -4.1% | +78.3% | +89.6% |
| 6M | +31.8% | +0.7% | +31.1% | +34.6% |
| YTD | +45.3% | +8.7% | +36.7% | +36.3% |
| 1Y | -26.0% | +10.9% | -36.9% | -31.8% |
| 3Y | -38.5% | +75.0% | -113.5% | -22.7% |
| All | -38.5% | +75.1% | -113.6% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling