+233.7%
ASTS vs SPG
+125.0%
+108.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +0.8% | +2.0% | -1.2% | +0.4% |
| 30D | -22.6% | +17.2% | -39.9% | -25.8% |
| 3M | -54.4% | +6.3% | -60.7% | -55.2% |
| 6M | -56.4% | +18.7% | -75.1% | -58.7% |
| YTD | -55.1% | +30.1% | -85.2% | -58.5% |
| 1Y | -46.9% | +32.8% | -79.7% | -51.3% |
| 3Y | +715.0% | +133.6% | +581.4% | +563.3% |
| 5Y | +153.7% | +84.4% | +69.3% | +109.5% |
| All | +233.7% | +125.0% | +108.7% | +175.5% |
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