-98.2%
ASTC vs SPY
+308.5%
-406.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +7.3% | +3.3% | +4.0% | +5.6% |
| 30D | -29.7% | -2.7% | -27.0% | -28.6% |
| 3M | -51.1% | -1.7% | -49.4% | -50.6% |
| 6M | +57.8% | +3.1% | +54.7% | +56.7% |
| YTD | +23.1% | +11.9% | +11.2% | +17.6% |
| 1Y | +29.5% | +12.0% | +17.5% | +23.7% |
| 3Y | -43.7% | +78.2% | -121.9% | -57.0% |
| 5Y | -84.7% | +73.2% | -158.0% | -88.2% |
| All | -98.2% | +308.5% | -406.7% | -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