-90.7%
ASTX vs SPY
+19.7%
-110.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.3% | +14.4% | +12.6% |
| 7D | -41.3% | -2.7% | -38.6% | -25.7% |
| 30D | -75.3% | -5.4% | -69.9% | -61.0% |
| 3M | -82.1% | -4.1% | -78.0% | -73.5% |
| 6M | -89.7% | +0.7% | -90.4% | -87.4% |
| YTD | -93.9% | +8.7% | -102.6% | -95.0% |
| 1Y | -93.9% | +10.9% | -104.8% | -95.1% |
| All | -90.7% | +19.7% | -110.4% | -92.9% |
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