+209.1%
ASTS vs SPY
+165.7%
+43.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.4% | -10.8% | -9.5% |
| 7D | -29.9% | -4.7% | -25.2% | -24.8% |
| 30D | -52.2% | -5.9% | -46.2% | -47.7% |
| 3M | -55.8% | -4.5% | -51.3% | -52.4% |
| 6M | -52.7% | +1.8% | -54.5% | -52.0% |
| YTD | -58.4% | +8.3% | -66.7% | -60.4% |
| 1Y | -57.1% | +9.3% | -66.4% | -59.1% |
| 3Y | +629.5% | +74.9% | +554.6% | +363.7% |
| 5Y | +147.7% | +67.3% | +80.5% | +60.4% |
| All | +209.1% | +165.7% | +43.4% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling