-55.9%
ASTC vs SPY
+74.5%
-130.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.4% | -7.6% | -9.9% |
| 7D | -24.4% | -4.7% | -19.7% | -22.5% |
| 30D | -42.0% | -5.9% | -36.0% | -40.2% |
| 3M | -56.4% | -4.5% | -51.9% | -55.3% |
| 6M | +39.3% | +1.8% | +37.5% | +40.6% |
| YTD | +14.7% | +8.3% | +6.4% | +14.6% |
| 1Y | +11.2% | +9.3% | +1.9% | +10.8% |
| All | -55.9% | +74.5% | -130.5% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling