-16.7%
ASTE vs SPY
+311.3%
-328.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.4% |
| 7D | +4.2% | +0.5% | +3.6% | +3.5% |
| 30D | -2.8% | -0.9% | -1.8% | -1.7% |
| 3M | -16.2% | +3.9% | -20.1% | -19.5% |
| 6M | -25.3% | +14.5% | -39.8% | -35.5% |
| YTD | -0.2% | +12.9% | -13.1% | -12.3% |
| 1Y | -7.7% | +19.4% | -27.1% | -23.6% |
| 3Y | -8.7% | +78.5% | -87.2% | -50.9% |
| 5Y | -21.3% | +81.8% | -103.0% | -58.2% |
| 10Y | -16.7% | +311.5% | -328.3% | -84.4% |
| All | -16.7% | +311.3% | -328.1% | -84.4% |
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