+762.5%
ASTS vs SPXS
-80.6%
+843.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -4.9% |
| 7D | +14.2% | -9.5% | +23.7% | +6.2% |
| 30D | -26.7% | +7.4% | -34.1% | -18.7% |
| 3M | -53.6% | +6.1% | -59.7% | -48.4% |
| 6M | -52.7% | -7.3% | -45.4% | -50.6% |
| YTD | -52.5% | -26.7% | -25.8% | -56.6% |
| 1Y | -46.5% | -26.2% | -20.3% | -49.6% |
| All | +762.5% | -80.6% | +843.1% | +578.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling