-49.1%
ASTE vs SPY
+67.4%
-116.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.6% |
| 7D | -9.1% | -2.7% | -6.4% | -5.9% |
| 30D | -8.9% | -5.4% | -3.5% | -2.7% |
| 3M | -18.9% | -4.1% | -14.8% | -14.7% |
| 6M | -33.0% | +0.7% | -33.7% | -33.2% |
| YTD | -16.9% | +8.7% | -25.6% | -24.0% |
| 1Y | -20.9% | +10.9% | -31.7% | -29.1% |
| 3Y | +17.9% | +75.0% | -57.1% | -35.5% |
| All | -49.1% | +67.4% | -116.4% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling