+277.6%
ASTS vs SPG
+125.0%
+152.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.0% | +12.1% | +13.6% |
| 7D | +1.5% | +5.1% | -3.5% | +0.3% |
| 30D | -27.6% | +16.8% | -44.5% | -30.5% |
| 3M | -48.7% | +5.7% | -54.4% | -49.5% |
| 6M | -50.8% | +17.8% | -68.6% | -53.3% |
| YTD | -49.2% | +30.1% | -79.3% | -53.1% |
| 1Y | -46.7% | +32.8% | -79.5% | -51.0% |
| 3Y | +793.2% | +137.2% | +656.0% | +624.8% |
| 5Y | +195.6% | +81.5% | +114.1% | +144.3% |
| All | +277.6% | +125.0% | +152.6% | +211.7% |
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