-7.4%
ASTE vs SPY
+80.4%
-87.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | -14.0% | +2.0% | -16.0% | -15.9% |
| 6M | -28.8% | +13.0% | -41.9% | -38.3% |
| YTD | +2.9% | +13.5% | -10.7% | -11.2% |
| 1Y | -4.9% | +20.0% | -24.8% | -22.8% |
| All | -7.4% | +80.4% | -87.8% | -46.4% |
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 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