-87.0%
ASTC vs SPY
+67.0%
-154.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.4% | -7.6% | -9.9% |
| 7D | -24.4% | -4.7% | -19.7% | -22.4% |
| 30D | -42.0% | -5.9% | -36.0% | -40.1% |
| 3M | -56.4% | -4.5% | -51.9% | -55.3% |
| 6M | +39.3% | +1.8% | +37.5% | +39.8% |
| YTD | +14.7% | +8.3% | +6.4% | +12.4% |
| 1Y | +11.2% | +9.3% | +1.9% | +8.7% |
| 3Y | -58.2% | +74.9% | -133.1% | -66.3% |
| 5Y | -87.0% | +67.3% | -154.3% | -88.6% |
| All | -87.0% | +67.0% | -154.0% | -88.6% |
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