+17.9%
ASTE vs SPY
+75.1%
-57.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.6% |
| 7D | -9.1% | -2.7% | -6.4% | -5.7% |
| 30D | -8.9% | -5.4% | -3.5% | -2.2% |
| 3M | -18.9% | -4.1% | -14.8% | -14.4% |
| 6M | -33.0% | +0.7% | -33.7% | -33.2% |
| YTD | -16.9% | +8.7% | -25.6% | -24.5% |
| 1Y | -20.9% | +10.9% | -31.7% | -29.7% |
| 3Y | +17.9% | +75.0% | -57.1% | -45.8% |
| All | +17.9% | +75.1% | -57.2% | -45.8% |
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