-100.0%
ASTI vs SPY
+93.6%
-193.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.2% | -9.0% |
| 7D | -11.7% | +2.6% | -14.3% | -15.0% |
| 30D | -29.3% | -2.0% | -27.3% | -26.1% |
| 3M | -61.6% | -2.8% | -58.8% | -59.1% |
| 6M | -74.0% | +2.1% | -76.2% | -73.6% |
| YTD | -68.9% | +11.5% | -80.3% | -70.7% |
| 1Y | -21.0% | +13.5% | -34.4% | -26.2% |
| 3Y | -98.3% | +77.7% | -176.0% | -98.7% |
| All | -100.0% | +93.6% | -193.6% | -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 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