+309.3%
ASTH vs SPY
+1,346.4%
-1,037.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +7.4% | +0.1% | +7.3% | +7.4% |
| 3M | +1.6% | +2.0% | -0.4% | +1.4% |
| 6M | +50.3% | +13.0% | +37.3% | +48.5% |
| YTD | +55.1% | +13.5% | +41.5% | +53.1% |
| 1Y | +24.8% | +20.0% | +4.9% | +22.6% |
| 3Y | +1.5% | +77.2% | -75.7% | -2.3% |
| 5Y | -51.9% | +81.9% | -133.8% | -55.3% |
| 10Y | +632.8% | +314.1% | +318.7% | +974.1% |
| All | +309.3% | +1,346.4% | -1,037.2% | +1,395.9% |
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