-100.0%
ASTC vs SPY
+1,937.6%
-2,037.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.4% | -7.6% | -10.5% |
| 7D | -24.4% | -4.7% | -19.7% | -23.1% |
| 30D | -42.0% | -5.9% | -36.0% | -40.7% |
| 3M | -56.4% | -4.5% | -51.9% | -55.7% |
| 6M | +39.3% | +1.8% | +37.5% | +39.3% |
| YTD | +14.7% | +8.3% | +6.4% | +12.2% |
| 1Y | +11.2% | +9.3% | +1.9% | +8.6% |
| 3Y | -58.2% | +74.9% | -133.1% | -65.0% |
| 5Y | -87.0% | +67.3% | -154.3% | -89.0% |
| 10Y | -98.3% | +311.6% | -409.9% | -98.9% |
| All | -100.0% | +1,937.6% | -2,037.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling