+230.9%
ASTS vs SPXS
-97.9%
+328.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.9% | +6.7% |
| 7D | -21.1% | +7.5% | -28.6% | -17.6% |
| 30D | -46.7% | +17.5% | -64.2% | -41.8% |
| 3M | -52.0% | +14.7% | -66.7% | -47.8% |
| 6M | -54.3% | -0.1% | -54.1% | -51.5% |
| YTD | -55.5% | -19.7% | -35.7% | -55.5% |
| 1Y | -50.5% | -23.6% | -26.9% | -50.7% |
| 3Y | +706.2% | -79.2% | +785.4% | +514.5% |
| 5Y | +165.2% | -81.7% | +246.9% | +117.1% |
| All | +230.9% | -97.9% | +328.9% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling