+274.8%
ASTS vs SPXS
-98.1%
+373.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.9% | +12.6% | +7.0% |
| 7D | +2.8% | +1.5% | +1.3% | +5.3% |
| 30D | -28.8% | +6.3% | -35.2% | -25.1% |
| 3M | -48.9% | +4.2% | -53.1% | -46.3% |
| 6M | -55.6% | -7.9% | -47.7% | -54.4% |
| YTD | -49.6% | -27.5% | -22.1% | -51.4% |
| 1Y | -46.1% | -27.0% | -19.0% | -47.2% |
| 3Y | +749.7% | -80.5% | +830.2% | +529.3% |
| 5Y | +193.2% | -84.0% | +277.2% | +130.6% |
| All | +274.8% | -98.1% | +373.0% | +178.2% |
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