+230.9%
ASTS vs SPG
+120.6%
+110.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.2% | +6.8% |
| 7D | -21.1% | +4.9% | -26.0% | -22.1% |
| 30D | -46.7% | +15.6% | -62.3% | -48.7% |
| 3M | -52.0% | +4.1% | -56.1% | -52.5% |
| 6M | -54.3% | +13.6% | -67.8% | -56.2% |
| YTD | -55.5% | +27.5% | -83.0% | -58.7% |
| 1Y | -50.5% | +32.2% | -82.7% | -54.5% |
| 3Y | +706.2% | +126.0% | +580.2% | +561.0% |
| 5Y | +165.2% | +74.7% | +90.5% | +120.4% |
| All | +230.9% | +120.6% | +110.4% | +174.4% |
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