+1,000.0%
ASTE vs SPY
+3,091.8%
-2,091.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.7% |
| 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% | -15.6% |
| 6M | -28.8% | +13.0% | -41.9% | -37.1% |
| YTD | +2.9% | +13.5% | -10.7% | -9.3% |
| 1Y | -4.9% | +20.0% | -24.8% | -20.7% |
| 3Y | -15.8% | +77.2% | -93.0% | -52.7% |
| 5Y | -21.3% | +81.9% | -103.2% | -56.6% |
| 10Y | -16.3% | +314.1% | -330.3% | -79.7% |
| All | +1,000.0% | +3,091.8% | -2,091.8% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling