+576.8%
ASTS vs SPXS
-98.2%
+674.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +6.8% |
| 7D | +18.5% | -1.5% | +20.0% | +17.8% |
| 30D | -8.1% | +3.7% | -11.8% | -6.5% |
| 3M | -28.2% | -9.6% | -18.6% | -29.6% |
| 6M | -26.1% | -32.4% | +6.3% | -33.6% |
| YTD | -9.0% | -28.7% | +19.7% | -15.5% |
| 1Y | +62.2% | -38.1% | +100.3% | +46.6% |
| 3Y | +1,621.9% | -80.1% | +1,702.0% | +1,153.1% |
| 5Y | +457.0% | -85.9% | +542.9% | +319.5% |
| All | +576.8% | -98.2% | +674.9% | +384.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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