+537.8%
ASTS vs SPG
+100.1%
+437.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +7.3% | -2.4% | +9.7% | +8.0% |
| 30D | -8.9% | -6.8% | -2.0% | -7.3% |
| 3M | -41.9% | +2.7% | -44.6% | -42.9% |
| 6M | -40.6% | +5.5% | -46.1% | -41.9% |
| YTD | -14.2% | +15.7% | -29.9% | -18.3% |
| 1Y | +48.9% | +20.9% | +28.0% | +39.9% |
| 3Y | +1,461.7% | +112.4% | +1,349.3% | +1,205.8% |
| 5Y | +404.1% | +101.4% | +302.8% | +324.5% |
| All | +537.8% | +100.1% | +437.7% | +442.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling