-5.4%
ASTL vs SPY
+20.8%
-26.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.6% |
| 7D | +12.7% | +0.1% | +12.6% | +12.4% |
| 30D | +5.6% | +0.1% | +5.6% | +5.8% |
| 3M | -14.1% | +2.0% | -16.0% | -16.6% |
| 6M | +0.2% | +13.0% | -12.8% | -22.5% |
| YTD | +14.9% | +13.5% | +1.3% | -11.2% |
| 1Y | -5.4% | +20.0% | -25.4% | -25.7% |
| All | -5.4% | +20.8% | -26.3% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling