-46.5%
ASTS vs SPY
+11.8%
-58.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -4.4% |
| 7D | +14.2% | +3.3% | +10.9% | +2.2% |
| 30D | -26.7% | -2.7% | -24.0% | -16.7% |
| 3M | -53.6% | -1.7% | -51.8% | -49.0% |
| 6M | -52.7% | +3.1% | -55.8% | -55.6% |
| YTD | -52.5% | +11.9% | -64.4% | -66.4% |
| 1Y | -46.5% | +12.0% | -58.5% | -61.6% |
| All | -46.5% | +11.8% | -58.3% | -61.6% |
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