-22.5%
ASTL vs SPY
+75.1%
-97.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.4% |
| 7D | +12.8% | -2.7% | +15.5% | +17.2% |
| 30D | +27.2% | -5.4% | +32.6% | +37.7% |
| 3M | +35.5% | -4.1% | +39.6% | +44.3% |
| 6M | +5.7% | +0.7% | +5.0% | +4.7% |
| YTD | +31.2% | +8.7% | +22.6% | +18.1% |
| 1Y | +47.0% | +10.9% | +36.1% | +29.2% |
| 3Y | -22.5% | +75.0% | -97.5% | -60.9% |
| All | -22.5% | +75.1% | -97.6% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling