-100.0%
ASTC vs SPY
+2,035.7%
-2,135.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -19.1% | +0.1% | -19.2% | -19.1% |
| 3M | -80.8% | +2.0% | -82.8% | -80.9% |
| 6M | +183.5% | +13.0% | +170.4% | +173.1% |
| YTD | +113.0% | +13.5% | +99.5% | +104.8% |
| 1Y | +47.7% | +20.0% | +27.7% | +40.0% |
| 3Y | -27.9% | +77.2% | -105.1% | -40.0% |
| 5Y | -77.5% | +81.9% | -159.3% | -81.5% |
| 10Y | -97.3% | +314.1% | -411.4% | -98.3% |
| All | -100.0% | +2,035.7% | -2,135.6% | -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