+277.6%
ASTS vs SPY
+172.8%
+104.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.4% | +11.7% | +11.0% |
| 7D | +1.5% | +0.1% | +1.5% | +2.3% |
| 30D | -27.6% | -3.3% | -24.3% | -23.4% |
| 3M | -48.7% | -2.4% | -46.3% | -46.2% |
| 6M | -50.8% | +2.6% | -53.4% | -50.7% |
| YTD | -49.2% | +11.2% | -60.4% | -53.1% |
| 1Y | -46.7% | +13.4% | -60.1% | -51.4% |
| 3Y | +793.2% | +79.9% | +713.3% | +449.4% |
| 5Y | +195.6% | +72.2% | +123.4% | +85.4% |
| All | +277.6% | +172.8% | +104.8% | +122.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling