+653.1%
ASTS vs SPY
+74.5%
+578.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.4% | -10.8% | -4.1% |
| 7D | -29.9% | -4.7% | -25.2% | -20.1% |
| 30D | -52.2% | -5.9% | -46.2% | -43.5% |
| 3M | -55.8% | -4.5% | -51.3% | -49.4% |
| 6M | -52.7% | +1.8% | -54.5% | -52.0% |
| YTD | -58.4% | +8.3% | -66.7% | -62.9% |
| 1Y | -57.1% | +9.3% | -66.4% | -61.8% |
| All | +653.1% | +74.5% | +578.6% | +306.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling