-98.2%
ASTC vs SPY
+312.9%
-411.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.4% |
| 7D | -12.6% | -2.7% | -9.9% | -11.3% |
| 30D | -38.3% | -5.4% | -32.9% | -36.5% |
| 3M | -53.1% | -4.1% | -49.0% | -52.0% |
| 6M | +52.2% | +0.7% | +51.5% | +52.9% |
| YTD | +22.3% | +8.7% | +13.6% | +18.4% |
| 1Y | +26.6% | +10.9% | +15.8% | +21.8% |
| 3Y | -53.1% | +75.0% | -128.0% | -63.8% |
| 5Y | -86.2% | +67.8% | -154.0% | -89.2% |
| All | -98.2% | +312.9% | -411.1% | -99.0% |
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