+632.0%
ASTH vs SPY
+311.8%
+320.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +1.0% |
| 7D | -17.0% | -0.9% | -16.1% | -16.4% |
| 30D | -14.2% | -2.4% | -11.9% | -12.3% |
| 3M | -4.5% | -1.2% | -3.3% | -3.6% |
| 6M | -13.2% | +3.3% | -16.5% | -16.7% |
| YTD | +32.8% | +12.3% | +20.5% | +16.4% |
| 1Y | +38.4% | +12.4% | +26.0% | +21.4% |
| 3Y | +9.1% | +78.8% | -69.7% | -43.9% |
| 5Y | -68.6% | +75.2% | -143.8% | -83.1% |
| 10Y | +632.0% | +311.1% | +320.9% | +201.2% |
| All | +632.0% | +311.8% | +320.2% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling