-50.5%
ASTS vs SPY
+9.9%
-60.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.7% | +5.9% |
| 7D | -21.1% | -2.7% | -18.4% | -12.1% |
| 30D | -46.7% | -5.4% | -41.3% | -33.6% |
| 3M | -52.0% | -4.1% | -47.9% | -42.9% |
| 6M | -54.3% | +0.7% | -55.0% | -53.2% |
| YTD | -55.5% | +8.7% | -64.2% | -64.8% |
| 1Y | -50.5% | +10.9% | -61.4% | -63.0% |
| All | -50.5% | +9.9% | -60.3% | -63.0% |
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