+653.1%
ASTS vs SPG
+122.7%
+530.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.9% | -14.4% | -14.7% |
| 7D | -29.9% | +5.0% | -34.9% | -32.1% |
| 30D | -52.2% | +12.3% | -64.5% | -55.7% |
| 3M | -55.8% | +1.9% | -57.7% | -56.5% |
| 6M | -52.7% | +14.4% | -67.1% | -58.3% |
| YTD | -58.4% | +26.5% | -84.9% | -66.6% |
| 1Y | -57.1% | +30.7% | -87.8% | -66.5% |
| All | +653.1% | +122.7% | +530.4% | +402.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling