-73.3%
ASTH vs SPY
+72.1%
-145.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -7.8% | +2.6% | -10.4% | -10.5% |
| 30D | -15.7% | -2.0% | -13.7% | -14.0% |
| 3M | -15.9% | -2.8% | -13.1% | -13.5% |
| 6M | -20.0% | +2.1% | -22.2% | -22.6% |
| YTD | +28.2% | +11.5% | +16.7% | +11.8% |
| 1Y | +45.1% | +13.5% | +31.7% | +24.2% |
| 3Y | +1.4% | +77.7% | -76.3% | -54.1% |
| All | -73.3% | +72.1% | -145.4% | -86.1% |
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