+182.4%
ASTS vs SPY
+72.2%
+110.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -7.9% |
| 7D | -9.3% | -0.6% | -8.7% | -7.0% |
| 30D | -33.9% | -3.7% | -30.2% | -26.8% |
| 3M | -51.0% | -2.7% | -48.3% | -46.7% |
| 6M | -55.1% | +2.2% | -57.3% | -54.9% |
| YTD | -53.6% | +10.8% | -64.4% | -59.9% |
| 1Y | -51.0% | +11.2% | -62.2% | -57.2% |
| 3Y | +681.7% | +76.5% | +605.2% | +201.3% |
| 5Y | +182.4% | +72.9% | +109.5% | +22.0% |
| All | +182.4% | +72.2% | +110.2% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling