-58.6%
ASTX vs SPY
+25.0%
-83.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +3.1% |
| 7D | +13.1% | +0.1% | +13.0% | +12.8% |
| 30D | -22.1% | +0.1% | -22.2% | -21.2% |
| 3M | -76.2% | +2.0% | -78.2% | -76.8% |
| 6M | -82.6% | +13.0% | -95.6% | -90.5% |
| YTD | -72.8% | +13.5% | -86.3% | -84.9% |
| 1Y | -46.2% | +20.0% | -66.2% | -71.5% |
| All | -58.6% | +25.0% | -83.6% | -78.6% |
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