+253.1%
ASTS vs SPY
+174.4%
+78.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.3% |
| 7D | +14.2% | +3.3% | +10.9% | +10.1% |
| 30D | -26.7% | -2.7% | -24.0% | -22.9% |
| 3M | -53.6% | -1.7% | -51.8% | -51.6% |
| 6M | -52.7% | +3.1% | -55.8% | -52.8% |
| YTD | -52.5% | +11.9% | -64.4% | -56.4% |
| 1Y | -46.5% | +12.0% | -58.5% | -50.5% |
| 3Y | +700.5% | +78.2% | +622.3% | +396.0% |
| 5Y | +168.5% | +73.2% | +95.2% | +67.4% |
| All | +253.1% | +174.4% | +78.7% | +106.9% |
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