-35.1%
ASTE vs SPY
+315.0%
-350.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +2.8% |
| 7D | -6.1% | +0.1% | -6.2% | -5.9% |
| 30D | -2.8% | -3.3% | +0.5% | +1.2% |
| 3M | -14.7% | -2.4% | -12.3% | -12.1% |
| 6M | -29.1% | +2.6% | -31.6% | -30.6% |
| YTD | -12.5% | +11.2% | -23.7% | -21.5% |
| 1Y | -15.5% | +13.4% | -28.9% | -25.7% |
| 3Y | +30.3% | +79.9% | -49.6% | -29.7% |
| 5Y | -44.9% | +72.2% | -117.0% | -68.8% |
| 10Y | -35.1% | +307.3% | -342.4% | -86.5% |
| All | -35.1% | +315.0% | -350.1% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling