+274.8%
ASTS vs SPG
+126.7%
+148.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +2.8% | +2.7% | +0.1% | +2.2% |
| 30D | -28.8% | +16.6% | -45.4% | -31.6% |
| 3M | -48.9% | +8.1% | -57.0% | -49.9% |
| 6M | -55.6% | +19.3% | -75.0% | -58.0% |
| YTD | -49.6% | +31.1% | -80.7% | -53.5% |
| 1Y | -46.1% | +32.8% | -78.8% | -50.4% |
| 3Y | +749.7% | +135.8% | +613.9% | +589.8% |
| 5Y | +193.2% | +85.1% | +108.1% | +141.7% |
| All | +274.8% | +126.7% | +148.2% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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