+1,505.9%
ASTS vs SPY
+77.4%
+1,428.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +1.2% |
| 7D | +7.3% | +0.1% | +7.2% | +7.2% |
| 30D | -8.9% | +0.1% | -8.9% | -8.7% |
| 3M | -41.9% | +2.0% | -43.9% | -43.4% |
| 6M | -40.6% | +13.0% | -53.6% | -53.5% |
| YTD | -14.2% | +13.5% | -27.8% | -33.0% |
| 1Y | +48.9% | +20.0% | +28.9% | +6.4% |
| All | +1,505.9% | +77.4% | +1,428.6% | +517.2% |
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