-94.0%
ASST vs SPY
+92.2%
-186.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.4% |
| 7D | -0.4% | +2.6% | -3.0% | -4.6% |
| 30D | -13.5% | -2.0% | -11.5% | -9.3% |
| 3M | +69.8% | -2.8% | +72.6% | +80.7% |
| 6M | +27.6% | +2.1% | +25.5% | +26.8% |
| YTD | +44.7% | +11.5% | +33.2% | +29.4% |
| 1Y | -7.1% | +13.5% | -20.6% | -18.5% |
| 3Y | -35.3% | +77.7% | -113.0% | -68.6% |
| All | -94.0% | +92.2% | -186.1% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling