+253.1%
ASTS vs SPG
+125.6%
+127.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.7% |
| 7D | +14.2% | +3.1% | +11.1% | +13.4% |
| 30D | -26.7% | +16.4% | -43.1% | -29.6% |
| 3M | -53.6% | +7.1% | -60.6% | -54.4% |
| 6M | -52.7% | +16.1% | -68.8% | -54.9% |
| YTD | -52.5% | +30.4% | -82.9% | -56.2% |
| 1Y | -46.5% | +33.0% | -79.5% | -50.9% |
| 3Y | +700.5% | +134.6% | +565.8% | +550.8% |
| 5Y | +168.5% | +84.9% | +83.6% | +121.6% |
| All | +253.1% | +125.6% | +127.6% | +191.3% |
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