+253.1%
ASTS vs SPYG
+209.6%
+43.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.4% |
| 7D | +14.2% | +4.2% | +10.0% | +9.2% |
| 30D | -26.7% | -7.4% | -19.3% | -18.0% |
| 3M | -53.6% | -5.3% | -48.3% | -49.2% |
| 6M | -52.7% | -1.2% | -51.5% | -49.8% |
| YTD | -52.5% | +9.0% | -61.5% | -54.2% |
| 1Y | -46.5% | +8.8% | -55.3% | -47.7% |
| 3Y | +700.5% | +92.8% | +607.7% | +379.6% |
| 5Y | +168.5% | +69.3% | +99.2% | +70.7% |
| All | +253.1% | +209.6% | +43.5% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling