-46.5%
ASTL vs SPY
+117.6%
-164.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.3% |
| 7D | +12.7% | +0.1% | +12.6% | +12.5% |
| 30D | +5.6% | +0.1% | +5.6% | +5.8% |
| 3M | -14.1% | +2.0% | -16.0% | -15.9% |
| 6M | +0.2% | +13.0% | -12.8% | -12.7% |
| YTD | +14.9% | +13.5% | +1.3% | +0.2% |
| 1Y | -5.4% | +20.0% | -25.4% | -22.0% |
| 3Y | -35.0% | +77.2% | -112.2% | -63.8% |
| 5Y | -54.5% | +81.9% | -136.4% | -76.0% |
| All | -46.5% | +117.6% | -164.1% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling