-85.5%
ASTC vs SPY
+71.5%
-156.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -50.7% |
| 6M | +56.0% | +2.6% | +53.4% | +55.5% |
| YTD | +24.9% | +11.2% | +13.6% | +20.8% |
| 1Y | +35.8% | +13.4% | +22.5% | +30.6% |
| 3Y | -45.9% | +79.9% | -125.8% | -57.0% |
| 5Y | -85.5% | +72.2% | -157.6% | -87.3% |
| All | -85.5% | +71.5% | -156.9% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling