-46.1%
ASTS vs SPY
+13.0%
-59.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +3.6% |
| 7D | +2.8% | -0.9% | +3.7% | +8.3% |
| 30D | -28.8% | -2.4% | -26.5% | -20.3% |
| 3M | -48.9% | -1.2% | -47.7% | -45.1% |
| 6M | -55.6% | +3.3% | -58.9% | -58.7% |
| YTD | -49.6% | +12.3% | -61.9% | -64.9% |
| 1Y | -46.1% | +12.4% | -58.5% | -62.0% |
| All | -46.1% | +13.0% | -59.0% | -62.0% |
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