-100.0%
ASTI vs SPY
+95.2%
-195.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.7% |
| 7D | -3.1% | -0.4% | -2.7% | -2.5% |
| 30D | -18.8% | -1.4% | -17.4% | -17.1% |
| 3M | -58.2% | +3.7% | -61.9% | -59.8% |
| 6M | -52.6% | +13.0% | -65.6% | -57.8% |
| YTD | -30.7% | +12.4% | -43.1% | -36.8% |
| 1Y | +56.6% | +18.5% | +38.1% | +39.2% |
| 3Y | -99.7% | +77.6% | -177.3% | -99.8% |
| All | -100.0% | +95.2% | -195.2% | -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 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