-36.3%
ASTL vs SPY
+114.4%
-150.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.2% |
| 7D | +12.4% | +3.3% | +9.1% | +8.3% |
| 30D | +30.8% | -2.7% | +33.5% | +35.3% |
| 3M | +26.1% | -1.7% | +27.8% | +29.3% |
| 6M | +12.4% | +3.1% | +9.3% | +8.8% |
| YTD | +36.8% | +11.9% | +24.9% | +21.7% |
| 1Y | +43.1% | +12.0% | +31.1% | +27.5% |
| 3Y | -20.1% | +78.2% | -98.3% | -55.5% |
| 5Y | -49.0% | +73.2% | -122.3% | -72.2% |
| All | -36.3% | +114.4% | -150.7% | -65.9% |
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 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