-90.9%
ASTX vs SPY
+22.8%
-113.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.4% | -10.8% | -8.5% |
| 7D | -2.2% | +2.6% | -4.8% | -14.5% |
| 30D | -47.5% | -2.0% | -45.5% | -32.8% |
| 3M | -84.2% | -2.8% | -81.4% | -77.8% |
| 6M | -90.4% | +2.1% | -92.6% | -89.2% |
| YTD | -94.0% | +11.5% | -105.5% | -95.7% |
| 1Y | -93.2% | +13.5% | -106.7% | -95.2% |
| All | -90.9% | +22.8% | -113.7% | -93.9% |
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 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