-34.0%
ASTL vs SPY
+113.2%
-147.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +5.2% |
| 7D | +17.6% | +0.1% | +17.5% | +17.7% |
| 30D | +35.1% | -3.3% | +38.4% | +40.9% |
| 3M | +42.6% | -2.4% | +45.0% | +47.4% |
| 6M | +13.0% | +2.6% | +10.5% | +10.1% |
| YTD | +41.7% | +11.2% | +30.5% | +26.9% |
| 1Y | +50.5% | +13.4% | +37.1% | +32.2% |
| 3Y | -15.7% | +79.9% | -95.6% | -53.5% |
| 5Y | -45.5% | +72.2% | -117.7% | -70.0% |
| All | -34.0% | +113.2% | -147.2% | -64.5% |
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