+576.8%
ASTS vs SPYG
+223.2%
+353.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.7% |
| 7D | +18.5% | +1.2% | +17.3% | +16.8% |
| 30D | -8.1% | -1.6% | -6.5% | -6.2% |
| 3M | -28.2% | +3.4% | -31.5% | -29.7% |
| 6M | -26.1% | +18.9% | -45.0% | -37.4% |
| YTD | -9.0% | +13.8% | -22.8% | -18.5% |
| 1Y | +62.2% | +20.6% | +41.6% | +38.9% |
| 3Y | +1,621.9% | +100.5% | +1,521.4% | +862.6% |
| 5Y | +457.0% | +84.6% | +372.4% | +225.4% |
| All | +576.8% | +223.2% | +353.6% | +275.3% |
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