-49.2%
ASTS vs SPY
+14.6%
-63.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -10.3% |
| 7D | -15.8% | -0.7% | -15.1% | -13.6% |
| 30D | -39.0% | -1.0% | -38.0% | -36.2% |
| 3M | -49.3% | -0.3% | -49.0% | -48.1% |
| 6M | -47.9% | +7.3% | -55.3% | -58.1% |
| YTD | -51.0% | +13.3% | -64.3% | -67.3% |
| 1Y | -49.2% | +14.8% | -63.9% | -67.1% |
| All | -49.2% | +14.6% | -63.8% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling