+715.0%
ASTS vs SPYG
+91.6%
+623.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -3.6% |
| 7D | +0.8% | +2.3% | -1.5% | -2.9% |
| 30D | -22.6% | -6.5% | -16.2% | -9.6% |
| 3M | -54.4% | -6.8% | -47.6% | -45.8% |
| 6M | -56.4% | -3.1% | -53.3% | -50.8% |
| YTD | -55.1% | +8.0% | -63.1% | -58.0% |
| 1Y | -46.9% | +10.2% | -57.2% | -51.2% |
| 3Y | +715.0% | +91.0% | +624.0% | +464.6% |
| All | +715.0% | +91.6% | +623.4% | +464.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling