-50.0%
ASTL vs SPY
+116.4%
-166.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -5.9% | -5.8% |
| 7D | +6.7% | +0.5% | +6.1% | +6.0% |
| 30D | +8.1% | -0.9% | +9.0% | +9.6% |
| 3M | -10.8% | +3.9% | -14.7% | -14.8% |
| 6M | +0.1% | +14.5% | -14.4% | -14.1% |
| YTD | +7.4% | +12.9% | -5.5% | -5.7% |
| 1Y | -11.5% | +19.4% | -30.9% | -26.6% |
| 3Y | -35.8% | +78.5% | -114.2% | -64.4% |
| 5Y | -58.1% | +81.8% | -139.9% | -77.8% |
| All | -50.0% | +116.4% | -166.4% | -73.6% |
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