+762.5%
ASTS vs SPXL
+232.1%
+530.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -4.9% |
| 7D | +14.2% | +9.6% | +4.7% | +6.2% |
| 30D | -26.7% | -9.8% | -16.9% | -18.9% |
| 3M | -53.6% | -9.1% | -44.5% | -48.9% |
| 6M | -52.7% | +1.1% | -53.8% | -51.7% |
| YTD | -52.5% | +22.3% | -74.8% | -58.1% |
| 1Y | -46.5% | +20.3% | -66.8% | -51.7% |
| All | +762.5% | +232.1% | +530.4% | +491.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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