-49.3%
ASTL vs SPY
+67.4%
-116.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.4% |
| 7D | +12.8% | -2.7% | +15.5% | +16.7% |
| 30D | +27.2% | -5.4% | +32.6% | +36.3% |
| 3M | +35.5% | -4.1% | +39.6% | +43.2% |
| 6M | +5.7% | +0.7% | +5.0% | +4.9% |
| YTD | +31.2% | +8.7% | +22.6% | +20.1% |
| 1Y | +47.0% | +10.9% | +36.1% | +31.7% |
| 3Y | -22.5% | +75.0% | -97.5% | -57.6% |
| All | -49.3% | +67.4% | -116.7% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling