-100.0%
ASTI vs SPY
+96.1%
-196.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.0% |
| 7D | +6.0% | +0.5% | +5.5% | +5.3% |
| 30D | -16.8% | -0.9% | -15.8% | -15.5% |
| 3M | -60.2% | +3.9% | -64.0% | -61.8% |
| 6M | -47.7% | +14.5% | -62.2% | -54.2% |
| YTD | -27.5% | +12.9% | -40.4% | -34.4% |
| 1Y | +67.4% | +19.4% | +48.1% | +47.5% |
| 3Y | -99.7% | +78.5% | -178.2% | -99.8% |
| All | -100.0% | +96.1% | -196.1% | -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 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