-92.4%
ASST vs SPY
+95.7%
-188.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.8% |
| 7D | +24.8% | +0.1% | +24.7% | +24.7% |
| 30D | +118.0% | +0.1% | +117.9% | +118.1% |
| 3M | +80.7% | +2.0% | +78.7% | +76.6% |
| 6M | +182.1% | +13.0% | +169.1% | +139.4% |
| YTD | +83.9% | +13.5% | +70.3% | +57.2% |
| 1Y | -75.4% | +20.0% | -95.3% | -79.9% |
| 3Y | -60.7% | +77.2% | -137.9% | -80.9% |
| All | -92.4% | +95.7% | -188.1% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling