-98.2%
ASTC vs SPY
+315.0%
-413.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +1.0% |
| 7D | -8.3% | +0.1% | -8.4% | -8.1% |
| 30D | -36.6% | -3.3% | -33.2% | -35.4% |
| 3M | -51.4% | -2.4% | -48.9% | -50.6% |
| 6M | +56.0% | +2.6% | +53.4% | +55.3% |
| YTD | +24.9% | +11.2% | +13.6% | +19.6% |
| 1Y | +35.8% | +13.4% | +22.5% | +29.2% |
| 3Y | -45.9% | +79.9% | -125.8% | -59.0% |
| 5Y | -85.5% | +72.2% | -157.6% | -88.7% |
| 10Y | -98.2% | +307.3% | -405.5% | -99.0% |
| All | -98.2% | +315.0% | -413.2% | -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